S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
24.91%
increased by 0.09%
1 Week
25.04%
increased by 0.22%
1 Month
25.54%
increased by 0.72%
Analysis last updated: Friday, May 8, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2545 | 6.23 | |
| 0.0392 | 41.30 | |
| 0.9927 | 785.97 | |
| 5.5228 | 8.12 |
Estimation Period:
Jan 8, 1993 to May 8, 2026
Jan 8, 1993 to May 8, 2026
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