S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:20.64% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7418 | 14.37 | |
| 0.0456 | 33.57 | |
| 0.9908 | 1,590.32 | |
| 11.8641 | 3.17 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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