S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.58% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5260 | 10.79 | |
| 0.0364 | 32.06 | |
| 0.9907 | 913.94 | |
| 9.6446 | 2.99 |
Estimation Period:
Jan 17, 1995 to Feb 6, 2026
Jan 17, 1995 to Feb 6, 2026
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