S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.32% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4413 | 5.64 | |
| 0.0374 | 64.30 | |
| 0.9975 | 2,519.03 | |
| 4.4405 | 28.44 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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