S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.40% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8758 | 8.61 | |
| 0.0565 | 34.64 | |
| 0.9883 | 729.89 | |
| 7.0225 | 5.86 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on Commodities