S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:17.27% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1595 | 5.33 | |
| 0.0530 | 52.45 | |
| 0.9963 | 1,467.29 | |
| 7.3549 | 8.12 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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