S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:21.46% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8828 | 8.69 | |
| 0.0567 | 34.47 | |
| 0.9881 | 731.42 | |
| 7.0406 | 5.84 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
Other GAS-GARCH Student T Analyses on Commodities