S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:16.39% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5342 | 6.51 | |
| 0.0446 | 26.11 | |
| 0.9900 | 554.93 | |
| 7.4443 | 3.84 |
Estimation Period:
Jan 7, 1991 to Jan 23, 2026
Jan 7, 1991 to Jan 23, 2026
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