S&P GSCI Nickel Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:44.37% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 16.80 | |
| 0.1117 | 22.02 | |
| 0.9873 | 1,243.51 | |
| 0.0160 | 4.53 |
Estimation Period:
Jan 8, 1993 to Jan 16, 2026
Jan 8, 1993 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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