S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:14.86% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0787 | 5.79 | |
| 0.0330 | 46.51 | |
| 0.9972 | 2,095.01 | |
| 6.9681 | 8.13 |
Estimation Period:
Jan 6, 1995 to Jan 2, 2026
Jan 6, 1995 to Jan 2, 2026
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