S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:18.93% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7399 | 14.38 | |
| 0.0456 | 33.50 | |
| 0.9907 | 1,585.15 | |
| 11.8504 | 3.17 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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