S&P GSCI Gold Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.27% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6291 | 7.23 | |
| 0.0394 | 76.50 | |
| 0.9983 | 4,731.04 | |
| 4.0718 | 54.54 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on Commodities