S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:17.74% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7313 | 14.33 | |
| 0.0457 | 33.61 | |
| 0.9908 | 1,587.76 | |
| 11.8507 | 3.18 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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