S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:11.47% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7570 | 6.57 | |
| 0.0460 | 40.07 | |
| 0.9957 | 1,563.15 | |
| 8.5901 | 5.62 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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