S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.02% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5381 | 6.45 | |
| 0.0448 | 26.12 | |
| 0.9900 | 547.86 | |
| 7.3991 | 3.87 |
Estimation Period:
Jan 7, 1991 to Oct 31, 2025
Jan 7, 1991 to Oct 31, 2025
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