S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.49% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0492 | 5.68 | |
| 0.0329 | 45.67 | |
| 0.9971 | 1,936.07 | |
| 6.9168 | 7.91 |
Estimation Period:
Jan 6, 1995 to Feb 6, 2026
Jan 6, 1995 to Feb 6, 2026
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