S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.45% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0419 | 5.61 | |
| 0.0333 | 44.33 | |
| 0.9969 | 1,739.73 | |
| 6.9488 | 7.49 |
Estimation Period:
Jan 6, 1995 to Oct 10, 2025
Jan 6, 1995 to Oct 10, 2025
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