S&P GSCI Energy and Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:20.77% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0308 | 6.13 | |
| 0.0522 | 36.75 | |
| 0.9921 | 718.91 | |
| 6.9530 | 5.64 |
Estimation Period:
Jan 6, 1995 to Oct 10, 2025
Jan 6, 1995 to Oct 10, 2025
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