S&P GSCI Copper Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.00% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3286 | 4.79 | |
| 0.0437 | 37.62 | |
| 0.9928 | 591.28 | |
| 5.6335 | 6.86 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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