S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.56% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1176 | 6.11 | |
| 0.0344 | 42.63 | |
| 0.9942 | 976.63 | |
| 5.5622 | 8.51 |
Estimation Period:
Jan 8, 1993 to Oct 24, 2025
Jan 8, 1993 to Oct 24, 2025
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