S&P GSCI Zinc Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.38% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4493 | 6.74 | |
| 0.0303 | 51.92 | |
| 0.9974 | 2,236.36 | |
| 6.1569 | 13.06 |
Estimation Period:
Jan 7, 1991 to Jan 23, 2026
Jan 7, 1991 to Jan 23, 2026
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