S&P GSCI Nickel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.87% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 15.39 | |
| 0.0467 | 23.00 | |
| 0.9429 | 424.14 | |
| -0.3417 | -6.79 |
Estimation Period:
Jan 8, 1993 to Jan 23, 2026
Jan 8, 1993 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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