S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:15.06% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1488 | 5.30 | |
| 0.0530 | 52.61 | |
| 0.9963 | 1,462.99 | |
| 7.3350 | 8.15 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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