S&P GSCI Platinum Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:67.89% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 15.62 | |
| 0.1163 | 32.78 | |
| 0.9916 | 1,796.35 | |
| 0.0101 | 3.07 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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