S&P GSCI Copper Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.65% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2945 | 4.82 | |
| 0.0433 | 37.15 | |
| 0.9927 | 586.70 | |
| 5.6367 | 6.76 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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