S&P GSCI Nickel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:32.49% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 15.54 | |
| 0.0467 | 23.04 | |
| 0.9426 | 422.89 | |
| -0.3418 | -6.77 |
Estimation Period:
Jan 8, 1993 to Mar 13, 2026
Jan 8, 1993 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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