S&P GSCI Zinc Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:21.39% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4340 | 6.75 | |
| 0.0303 | 52.00 | |
| 0.9974 | 2,236.37 | |
| 6.1435 | 13.16 |
Estimation Period:
Jan 7, 1991 to Dec 12, 2025
Jan 7, 1991 to Dec 12, 2025
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