S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:18.70% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8796 | 8.67 | |
| 0.0566 | 34.54 | |
| 0.9882 | 730.35 | |
| 7.0339 | 5.84 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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