S&P GSCI Energy and Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:19.91% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0068 | 6.17 | |
| 0.0519 | 36.99 | |
| 0.9922 | 734.95 | |
| 6.9757 | 5.67 |
Estimation Period:
Jan 6, 1995 to Jan 2, 2026
Jan 6, 1995 to Jan 2, 2026
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