S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.18% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8742 | 8.61 | |
| 0.0564 | 34.66 | |
| 0.9883 | 730.42 | |
| 7.0211 | 5.85 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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