S&P GSCI Petroleum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:24.17% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1202 | 5.13 | |
| 0.0545 | 48.93 | |
| 0.9945 | 927.71 | |
| 6.5589 | 7.82 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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