S&P GSCI Energy and Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.68% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0238 | 6.09 | |
| 0.0520 | 36.70 | |
| 0.9921 | 718.93 | |
| 6.9234 | 5.67 |
Estimation Period:
Jan 6, 1995 to Oct 31, 2025
Jan 6, 1995 to Oct 31, 2025
Other GAS-GARCH Student T Analyses on Commodities