S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:19.22% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5168 | 10.99 | |
| 0.0369 | 32.13 | |
| 0.9905 | 908.74 | |
| 9.7009 | 2.99 |
Estimation Period:
Jan 17, 1995 to Oct 10, 2025
Jan 17, 1995 to Oct 10, 2025
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