S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:21.94% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3363 | 5.30 | |
| 0.0366 | 61.81 | |
| 0.9973 | 2,126.52 | |
| 4.4734 | 25.07 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
Other GAS-GARCH Student T Analyses on Commodities