S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:11.43% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7558 | 6.59 | |
| 0.0460 | 39.96 | |
| 0.9957 | 1,570.54 | |
| 8.6163 | 5.59 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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