S&P GSCI Industrial Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.89% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9203 | 4.65 | |
| 0.0421 | 40.40 | |
| 0.9966 | 1,348.63 | |
| 7.8179 | 5.89 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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