S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:23.93% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7293 | 6.88 | |
| 0.0286 | 39.77 | |
| 0.9961 | 1,532.38 | |
| 7.0267 | 6.53 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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