S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:23.84% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0762 | 5.42 | |
| 0.0613 | 37.79 | |
| 0.9912 | 577.26 | |
| 6.6429 | 6.00 |
Estimation Period:
Jan 8, 1999 to Dec 12, 2025
Jan 8, 1999 to Dec 12, 2025
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