S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:30.08% (+3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1328 | 5.43 | |
| 0.0618 | 37.81 | |
| 0.9911 | 577.24 | |
| 6.6711 | 5.98 |
Estimation Period:
Jan 8, 1999 to Oct 10, 2025
Jan 8, 1999 to Oct 10, 2025
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