S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:16.23% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0471 | 5.65 | |
| 0.0331 | 45.06 | |
| 0.9970 | 1,860.05 | |
| 6.9450 | 7.69 |
Estimation Period:
Jan 6, 1995 to Jan 23, 2026
Jan 6, 1995 to Jan 23, 2026
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