S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:31.50% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3809 | 5.49 | |
| 0.0367 | 62.97 | |
| 0.9975 | 2,346.97 | |
| 4.4765 | 26.49 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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