S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:39.10% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 16.98 | |
| 0.0547 | 13.89 | |
| 0.9448 | 428.47 | |
| -0.0181 | -3.85 |
Estimation Period:
Jan 8, 1993 to Feb 20, 2026
Jan 8, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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