S&P GSCI Energy and Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:45.20% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1274 | 6.19 | |
| 0.0535 | 36.97 | |
| 0.9922 | 745.44 | |
| 6.9866 | 5.84 |
Estimation Period:
Jan 6, 1995 to Mar 13, 2026
Jan 6, 1995 to Mar 13, 2026
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