S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.02% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 13.26 | |
| 0.0574 | 20.36 | |
| 0.9492 | 629.83 | |
| -0.0187 | -4.85 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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