S&P GSCI Platinum Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:41.00% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2607 | 6.10 | |
| 0.0391 | 54.20 | |
| 0.9970 | 1,990.01 | |
| 6.1893 | 12.82 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
Other GAS-GARCH Student T Analyses on Commodities