S&P GSCI Nickel Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.43% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 16.84 | |
| 0.1114 | 22.14 | |
| 0.9874 | 1,248.29 | |
| 0.0160 | 4.54 |
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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