S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:18.82% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9124 | 4.65 | |
| 0.0418 | 40.34 | |
| 0.9967 | 1,354.15 | |
| 7.8229 | 5.86 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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