S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.17% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0628 | 5.68 | |
| 0.0332 | 45.47 | |
| 0.9970 | 1,895.51 | |
| 6.9406 | 7.85 |
Estimation Period:
Jan 6, 1995 to Oct 31, 2025
Jan 6, 1995 to Oct 31, 2025
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