S&P GSCI Softs Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:18.31% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5151 | 10.92 | |
| 0.0366 | 32.13 | |
| 0.9906 | 909.64 | |
| 9.6800 | 2.98 |
Estimation Period:
Jan 17, 1995 to Dec 5, 2025
Jan 17, 1995 to Dec 5, 2025
Other GAS-GARCH Student T Analyses on Commodities