S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.59% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1294 | 5.46 | |
| 0.0615 | 37.55 | |
| 0.9911 | 581.65 | |
| 6.6846 | 5.98 |
Estimation Period:
Jan 8, 1999 to Feb 6, 2026
Jan 8, 1999 to Feb 6, 2026
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