S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.95% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1181 | 15.69 | |
| 0.5757 | 26.11 | |
| 0.0011 | 0.13 | |
| 0.3790 | 0.79 | |
| 0.4164 | 0.86 | |
| 0.4995 | 0.84 |
Estimation Period:
Jan 8, 1993 to Feb 13, 2026
Jan 8, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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