S&P GSCI Platinum Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:74.62% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4049 | 6.25 | |
| 0.0405 | 55.40 | |
| 0.9971 | 2,196.33 | |
| 6.1511 | 13.89 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
Other GAS-GARCH Student T Analyses on Commodities