S&P GSCI Platinum Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:80.60% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 16.16 | |
| 0.0531 | 39.06 | |
| 0.9428 | 672.97 | |
| -0.0792 | -2.99 |
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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