S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:9.54% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7509 | 6.55 | |
| 0.0457 | 40.37 | |
| 0.9958 | 1,575.60 | |
| 8.5787 | 5.63 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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