S&P GSCI Energy and Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:23.87% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0203 | 6.24 | |
| 0.0521 | 36.83 | |
| 0.9921 | 737.08 | |
| 7.0030 | 5.66 |
Estimation Period:
Jan 6, 1995 to Jan 23, 2026
Jan 6, 1995 to Jan 23, 2026
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