S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:18.42% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5148 | 10.71 | |
| 0.0362 | 31.92 | |
| 0.9907 | 906.39 | |
| 9.5944 | 2.99 |
Estimation Period:
Jan 17, 1995 to Jan 23, 2026
Jan 17, 1995 to Jan 23, 2026
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