S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:27.26% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3614 | 5.40 | |
| 0.0368 | 62.37 | |
| 0.9974 | 2,236.31 | |
| 4.4799 | 25.74 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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