S&P GSCI Petroleum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:29.16% (+3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1775 | 5.13 | |
| 0.0549 | 49.14 | |
| 0.9945 | 932.08 | |
| 6.5899 | 7.80 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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