S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.18% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5437 | 6.57 | |
| 0.0451 | 25.97 | |
| 0.9898 | 552.99 | |
| 7.4536 | 3.85 |
Estimation Period:
Jan 7, 1991 to Feb 13, 2026
Jan 7, 1991 to Feb 13, 2026
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