S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.80% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9746 | 4.68 | |
| 0.0427 | 40.42 | |
| 0.9967 | 1,374.70 | |
| 7.8807 | 5.89 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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