S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:14.59% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1545 | 5.29 | |
| 0.0530 | 52.60 | |
| 0.9963 | 1,458.71 | |
| 7.3200 | 8.16 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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