S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:15.84% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8685 | 8.69 | |
| 0.0566 | 34.57 | |
| 0.9881 | 731.41 | |
| 7.0400 | 5.84 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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