S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:30.77% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0921 | 5.46 | |
| 0.0613 | 37.58 | |
| 0.9911 | 578.92 | |
| 6.6700 | 5.96 |
Estimation Period:
Jan 8, 1999 to Jan 23, 2026
Jan 8, 1999 to Jan 23, 2026
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