S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:17.72% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7758 | 6.54 | |
| 0.0465 | 40.13 | |
| 0.9957 | 1,578.05 | |
| 8.5647 | 5.70 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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