S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:15.97% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5368 | 6.48 | |
| 0.0447 | 26.09 | |
| 0.9900 | 551.21 | |
| 7.4260 | 3.85 |
Estimation Period:
Jan 7, 1991 to Dec 12, 2025
Jan 7, 1991 to Dec 12, 2025
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