S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:27.54% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5627 | 6.53 | |
| 0.0458 | 25.95 | |
| 0.9898 | 551.44 | |
| 7.4369 | 3.91 |
Estimation Period:
Jan 7, 1991 to Mar 6, 2026
Jan 7, 1991 to Mar 6, 2026
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