S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:20.19% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9439 | 4.66 | |
| 0.0422 | 40.35 | |
| 0.9966 | 1,359.68 | |
| 7.8368 | 5.88 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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