S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:12.34% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7543 | 6.62 | |
| 0.0459 | 39.97 | |
| 0.9957 | 1,575.51 | |
| 8.6410 | 5.57 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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