S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.37% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9211 | 4.66 | |
| 0.0420 | 40.24 | |
| 0.9966 | 1,348.62 | |
| 7.8336 | 5.86 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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