S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.10% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3260 | 6.20 | |
| 0.0390 | 41.49 | |
| 0.9929 | 802.63 | |
| 5.5190 | 8.24 |
Estimation Period:
Jan 8, 1993 to Feb 13, 2026
Jan 8, 1993 to Feb 13, 2026
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