S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:20.60% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7333 | 14.41 | |
| 0.0457 | 33.60 | |
| 0.9907 | 1,587.68 | |
| 11.8677 | 3.17 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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