S&P GSCI Energy and Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.27% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0448 | 6.25 | |
| 0.0525 | 36.59 | |
| 0.9920 | 734.85 | |
| 6.9944 | 5.70 |
Estimation Period:
Jan 6, 1995 to Feb 13, 2026
Jan 6, 1995 to Feb 13, 2026
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