S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:48.22% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 16.95 | |
| 0.0551 | 13.80 | |
| 0.9445 | 424.49 | |
| -0.0182 | -3.83 |
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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