S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.79% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4495 | 5.66 | |
| 0.0376 | 64.55 | |
| 0.9975 | 2,544.76 | |
| 4.4490 | 28.47 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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