S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.39% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7895 | 5.30 | |
| 0.0576 | 52.97 | |
| 0.9946 | 975.09 | |
| 6.4343 | 9.01 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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