S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.59% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1702 | 5.28 | |
| 0.0533 | 52.68 | |
| 0.9963 | 1,452.32 | |
| 7.3070 | 8.19 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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