S&P GSCI Wheat Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:19.07% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7410 | 14.32 | |
| 0.0455 | 33.58 | |
| 0.9908 | 1,590.38 | |
| 11.8548 | 3.18 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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