S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.96% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1634 | 5.26 | |
| 0.0531 | 52.67 | |
| 0.9963 | 1,452.33 | |
| 7.2836 | 8.23 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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