S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:37.94% (+3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3069 | 6.14 | |
| 0.0387 | 40.36 | |
| 0.9929 | 808.58 | |
| 5.5067 | 8.24 |
Estimation Period:
Jan 8, 1993 to Jan 16, 2026
Jan 8, 1993 to Jan 16, 2026
Other GAS-GARCH Student T Analyses on Commodities