S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:13.92% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9122 | 4.65 | |
| 0.0420 | 40.51 | |
| 0.9967 | 1,356.00 | |
| 7.8173 | 5.90 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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