S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:17.76% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7761 | 6.54 | |
| 0.0465 | 40.13 | |
| 0.9958 | 1,580.56 | |
| 8.5732 | 5.69 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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