S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:37.56% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4401 | 5.63 | |
| 0.0375 | 64.30 | |
| 0.9975 | 2,506.37 | |
| 4.4586 | 28.09 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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