S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:12.85% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7576 | 6.62 | |
| 0.0459 | 39.95 | |
| 0.9957 | 1,580.53 | |
| 8.6352 | 5.59 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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