S&P GSCI Gold Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.35% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6133 | 7.20 | |
| 0.0392 | 76.36 | |
| 0.9982 | 4,664.66 | |
| 4.0593 | 54.71 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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