S&P GSCI Platinum Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:38.03% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2471 | 6.09 | |
| 0.0389 | 54.13 | |
| 0.9970 | 1,978.15 | |
| 6.1825 | 12.76 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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