S&P GSCI Nickel Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
26.91%
decreased by 0.58%
1 Week
27.19%
decreased by 0.30%
1 Month
28.27%
increased by 0.78%
Analysis last updated: Friday, April 17, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 17.14 | |
| 0.1126 | 22.55 | |
| 0.9870 | 1,232.19 | |
| 0.0158 | 4.49 |
Estimation Period:
Jan 8, 1993 to Apr 17, 2026
Jan 8, 1993 to Apr 17, 2026
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