S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.58% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0491 | 5.69 | |
| 0.0329 | 45.78 | |
| 0.9971 | 1,943.64 | |
| 6.9243 | 7.92 |
Estimation Period:
Jan 6, 1995 to Feb 13, 2026
Jan 6, 1995 to Feb 13, 2026
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