S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:22.96% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9675 | 4.68 | |
| 0.0427 | 40.30 | |
| 0.9966 | 1,363.39 | |
| 7.8698 | 5.89 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
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