S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:20.48% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3156 | 5.32 | |
| 0.0361 | 61.55 | |
| 0.9974 | 2,140.24 | |
| 4.4985 | 24.55 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on Commodities