S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:26.36% (+3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0912 | 5.39 | |
| 0.0616 | 37.76 | |
| 0.9911 | 573.91 | |
| 6.6270 | 6.03 |
Estimation Period:
Jan 8, 1999 to Nov 7, 2025
Jan 8, 1999 to Nov 7, 2025
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