S&P GSCI Petroleum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:27.24% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1452 | 5.12 | |
| 0.0546 | 48.94 | |
| 0.9945 | 927.71 | |
| 6.5531 | 7.84 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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