S&P GSCI Nickel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:16.91% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 14.80 | |
| 0.0432 | 22.57 | |
| 0.9473 | 459.65 | |
| -0.3228 | -6.18 |
Estimation Period:
Jan 8, 1993 to Oct 31, 2025
Jan 8, 1993 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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