S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.11% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7396 | 14.57 | |
| 0.0458 | 33.54 | |
| 0.9906 | 1,592.67 | |
| 11.9118 | 3.16 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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