S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:25.78% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0914 | 5.40 | |
| 0.0613 | 37.67 | |
| 0.9911 | 574.24 | |
| 6.6275 | 6.01 |
Estimation Period:
Jan 8, 1999 to Nov 21, 2025
Jan 8, 1999 to Nov 21, 2025
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