S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:24.86% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7264 | 6.91 | |
| 0.0285 | 39.53 | |
| 0.9960 | 1,537.09 | |
| 7.0527 | 6.48 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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