S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:15.49% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1077 | 6.06 | |
| 0.0342 | 44.31 | |
| 0.9947 | 1,074.23 | |
| 5.5531 | 9.17 |
Estimation Period:
Jan 8, 1993 to Nov 28, 2025
Jan 8, 1993 to Nov 28, 2025
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