S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:24.09% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7516 | 14.48 | |
| 0.0457 | 33.47 | |
| 0.9907 | 1,585.07 | |
| 11.8773 | 3.16 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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