S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:11.37% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7564 | 6.58 | |
| 0.0460 | 39.98 | |
| 0.9957 | 1,565.60 | |
| 8.6000 | 5.61 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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