S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.05% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9800 | 4.68 | |
| 0.0427 | 40.58 | |
| 0.9967 | 1,376.61 | |
| 7.8567 | 5.93 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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