S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.54% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1047 | 5.47 | |
| 0.0613 | 37.47 | |
| 0.9911 | 580.27 | |
| 6.6836 | 5.96 |
Estimation Period:
Jan 8, 1999 to Feb 13, 2026
Jan 8, 1999 to Feb 13, 2026
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