S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:17.06% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0419 | 5.67 | |
| 0.0329 | 45.40 | |
| 0.9970 | 1,902.75 | |
| 6.9494 | 7.75 |
Estimation Period:
Jan 6, 1995 to Mar 13, 2026
Jan 6, 1995 to Mar 13, 2026
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