S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:15.30% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9127 | 4.65 | |
| 0.0419 | 40.47 | |
| 0.9967 | 1,355.99 | |
| 7.8231 | 5.88 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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