S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:16.42% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5318 | 6.48 | |
| 0.0446 | 26.20 | |
| 0.9900 | 553.71 | |
| 7.4291 | 3.86 |
Estimation Period:
Jan 7, 1991 to Jan 2, 2026
Jan 7, 1991 to Jan 2, 2026
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