S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:25.53% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1041 | 5.39 | |
| 0.0614 | 37.76 | |
| 0.9911 | 574.91 | |
| 6.6378 | 6.01 |
Estimation Period:
Jan 8, 1999 to Oct 31, 2025
Jan 8, 1999 to Oct 31, 2025
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