S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:13.73% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0678 | 5.72 | |
| 0.0331 | 45.85 | |
| 0.9971 | 1,962.81 | |
| 6.9472 | 7.95 |
Estimation Period:
Jan 6, 1995 to Nov 28, 2025
Jan 6, 1995 to Nov 28, 2025
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