S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:23.86% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7151 | 6.92 | |
| 0.0285 | 39.59 | |
| 0.9960 | 1,541.87 | |
| 7.0595 | 6.48 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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