S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.34% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1125 | 6.06 | |
| 0.0343 | 44.54 | |
| 0.9948 | 1,089.60 | |
| 5.5494 | 9.31 |
Estimation Period:
Jan 8, 1993 to Nov 14, 2025
Jan 8, 1993 to Nov 14, 2025
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