S&P GSCI Natural Gas Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:46.18% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0708 | 11.29 | |
| 0.0630 | 39.60 | |
| 0.9898 | 1,067.75 | |
| 9.4859 | 5.01 |
Estimation Period:
Jan 7, 1994 to Oct 31, 2025
Jan 7, 1994 to Oct 31, 2025
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