S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.70% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7735 | 6.54 | |
| 0.0465 | 40.07 | |
| 0.9957 | 1,570.55 | |
| 8.5654 | 5.69 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on Commodities