S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:20.12% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1050 | 6.07 | |
| 0.0342 | 44.58 | |
| 0.9948 | 1,093.20 | |
| 5.5595 | 9.26 |
Estimation Period:
Jan 8, 1993 to Dec 19, 2025
Jan 8, 1993 to Dec 19, 2025
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