S&P GSCI Lead Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.99% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0652 | 5.72 | |
| 0.0331 | 45.81 | |
| 0.9971 | 1,966.68 | |
| 6.9629 | 7.91 |
Estimation Period:
Jan 6, 1995 to Dec 12, 2025
Jan 6, 1995 to Dec 12, 2025
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