S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.13% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1952 | 5.33 | |
| 0.0535 | 52.42 | |
| 0.9963 | 1,471.62 | |
| 7.3480 | 8.20 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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