S&P GSCI Soybeans Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:14.87% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8659 | 8.73 | |
| 0.0566 | 34.66 | |
| 0.9882 | 735.78 | |
| 7.0569 | 5.83 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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