S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:24.39% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7015 | 6.92 | |
| 0.0284 | 39.61 | |
| 0.9961 | 1,546.67 | |
| 7.0642 | 6.47 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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