S&P GSCI Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.21% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0226 | 6.27 | |
| 0.0620 | 50.08 | |
| 0.9935 | 931.11 | |
| 7.2789 | 7.61 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
Other S&P GSCI Crude Oil Index Analyses
Other GAS-GARCH Student T Analyses on Commodities