S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.98% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5480 | 6.57 | |
| 0.0453 | 26.02 | |
| 0.9898 | 551.42 | |
| 7.4529 | 3.86 |
Estimation Period:
Jan 7, 1991 to Feb 6, 2026
Jan 7, 1991 to Feb 6, 2026
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