S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:17.59% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1261 | 6.14 | |
| 0.0346 | 41.88 | |
| 0.9939 | 933.28 | |
| 5.5643 | 8.25 |
Estimation Period:
Jan 8, 1993 to Oct 10, 2025
Jan 8, 1993 to Oct 10, 2025
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