S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.92% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8729 | 8.69 | |
| 0.0566 | 34.49 | |
| 0.9881 | 730.32 | |
| 7.0368 | 5.84 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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