S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:30.00% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7662 | 14.62 | |
| 0.0464 | 33.37 | |
| 0.9905 | 1,577.24 | |
| 11.8962 | 3.19 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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