S&P GSCI Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:34.92% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2740 | 5.35 | |
| 0.0542 | 53.02 | |
| 0.9964 | 1,525.84 | |
| 7.3427 | 8.41 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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