S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.67% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7153 | 6.92 | |
| 0.0284 | 39.54 | |
| 0.9960 | 1,541.86 | |
| 7.0640 | 6.46 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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