S&P GSCI Petroleum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:25.50% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1480 | 5.10 | |
| 0.0546 | 49.05 | |
| 0.9945 | 926.86 | |
| 6.5560 | 7.83 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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