S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.00% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5401 | 6.47 | |
| 0.0450 | 26.11 | |
| 0.9899 | 546.92 | |
| 7.4004 | 3.88 |
Estimation Period:
Jan 7, 1991 to Oct 10, 2025
Jan 7, 1991 to Oct 10, 2025
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