S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.97% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1591 | 5.27 | |
| 0.0531 | 52.63 | |
| 0.9963 | 1,454.45 | |
| 7.3028 | 8.19 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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