S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.53% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0523 | 5.66 | |
| 0.0332 | 45.04 | |
| 0.9970 | 1,849.70 | |
| 6.9575 | 7.69 |
Estimation Period:
Jan 6, 1995 to Nov 21, 2025
Jan 6, 1995 to Nov 21, 2025
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