S&P GSCI Precious Metals Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:24.15% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3479 | 5.36 | |
| 0.0366 | 62.14 | |
| 0.9974 | 2,187.22 | |
| 4.4736 | 25.49 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
Other GAS-GARCH Student T Analyses on Commodities