S&P GSCI WTI Crude Oil Index GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0966 | 6.05 | |
| 0.0624 | 33.30 | |
| 0.9917 | 662.43 | |
| 7.6037 | 5.10 |
Estimation Period:
Jan 15, 2002 to Nov 19, 2021
Jan 15, 2002 to Nov 19, 2021
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