S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:15.19% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8608 | 8.71 | |
| 0.0564 | 34.69 | |
| 0.9882 | 735.80 | |
| 7.0502 | 5.83 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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