S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:26.91% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7442 | 6.90 | |
| 0.0286 | 39.58 | |
| 0.9960 | 1,534.72 | |
| 7.0400 | 6.51 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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