S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:82.16% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 13.28 | |
| 0.0573 | 20.35 | |
| 0.9492 | 630.31 | |
| -0.0188 | -4.90 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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