S&P GSCI Crude Oil Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.50% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0167 | 6.26 | |
| 0.0620 | 50.18 | |
| 0.9935 | 929.37 | |
| 7.2677 | 7.61 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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