S&P GSCI Nickel Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.62% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 16.87 | |
| 0.1111 | 22.28 | |
| 0.9874 | 1,251.45 | |
| 0.0160 | 4.56 |
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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