S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:16.04% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5377 | 6.47 | |
| 0.0448 | 26.11 | |
| 0.9900 | 549.37 | |
| 7.4160 | 3.86 |
Estimation Period:
Jan 7, 1991 to Nov 21, 2025
Jan 7, 1991 to Nov 21, 2025
Other GAS-GARCH Student T Analyses on Commodities