S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:23.61% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5435 | 6.57 | |
| 0.0450 | 25.94 | |
| 0.9899 | 553.92 | |
| 7.4566 | 3.85 |
Estimation Period:
Jan 7, 1991 to Feb 27, 2026
Jan 7, 1991 to Feb 27, 2026
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