S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:18.17% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7289 | 14.34 | |
| 0.0457 | 33.70 | |
| 0.9908 | 1,590.36 | |
| 11.8657 | 3.18 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
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