S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:26.92% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3543 | 5.40 | |
| 0.0365 | 62.41 | |
| 0.9974 | 2,231.32 | |
| 4.4682 | 25.83 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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