S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:25.41% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7323 | 6.90 | |
| 0.0285 | 39.53 | |
| 0.9960 | 1,537.10 | |
| 7.0346 | 6.52 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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