S&P GSCI Energy and Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.50% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0160 | 6.09 | |
| 0.0520 | 36.82 | |
| 0.9922 | 722.10 | |
| 6.9323 | 5.68 |
Estimation Period:
Jan 6, 1995 to Nov 21, 2025
Jan 6, 1995 to Nov 21, 2025
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