S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:20.88% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1898 | 5.33 | |
| 0.0534 | 52.32 | |
| 0.9963 | 1,471.62 | |
| 7.3534 | 8.19 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on Commodities