S&P GSCI Nickel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:30.48% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 15.09 | |
| 0.0443 | 22.80 | |
| 0.9460 | 447.05 | |
| -0.3342 | -6.49 |
Estimation Period:
Jan 8, 1993 to Jan 2, 2026
Jan 8, 1993 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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