S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.50% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5190 | 10.83 | |
| 0.0362 | 32.12 | |
| 0.9907 | 913.93 | |
| 9.6391 | 2.97 |
Estimation Period:
Jan 17, 1995 to Mar 13, 2026
Jan 17, 1995 to Mar 13, 2026
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