S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.01% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9253 | 4.65 | |
| 0.0421 | 40.52 | |
| 0.9966 | 1,352.30 | |
| 7.8053 | 5.92 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on Commodities