S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:33.86% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2947 | 6.20 | |
| 0.0387 | 41.60 | |
| 0.9929 | 803.30 | |
| 5.5210 | 8.19 |
Estimation Period:
Jan 8, 1993 to Mar 13, 2026
Jan 8, 1993 to Mar 13, 2026
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