S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:68.03% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1004 | 19.04 | |
| 0.6488 | 24.95 | |
| -0.0119 | -1.93 | |
| 0.0096 | 1.16 | |
| 0.0549 | 2.43 | |
| 0.9421 | 38.76 |
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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