Future Metals NL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:133.83% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5572 | 12.43 | |
| 0.0697 | 12.16 | |
| 0.8681 | 140.29 | |
| 0.0589 | 4.67 |
Estimation Period:
Aug 16, 2007 to Feb 6, 2026
Aug 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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