S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.74% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5215 | 10.87 | |
| 0.0365 | 32.17 | |
| 0.9907 | 914.76 | |
| 9.6941 | 2.98 |
Estimation Period:
Jan 17, 1995 to Nov 21, 2025
Jan 17, 1995 to Nov 21, 2025
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