S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:23.88% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7205 | 6.90 | |
| 0.0285 | 39.57 | |
| 0.9960 | 1,534.73 | |
| 7.0345 | 6.52 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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