S&P GSCI Energy and Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:19.44% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0122 | 6.11 | |
| 0.0520 | 36.93 | |
| 0.9922 | 726.87 | |
| 6.9497 | 5.67 |
Estimation Period:
Jan 6, 1995 to Dec 5, 2025
Jan 6, 1995 to Dec 5, 2025
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