S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:26.52% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3654 | 5.44 | |
| 0.0366 | 62.63 | |
| 0.9974 | 2,282.44 | |
| 4.4732 | 26.09 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
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