S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:16.34% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 16.14 | |
| 0.0495 | 13.30 | |
| 0.9501 | 471.03 | |
| -0.0151 | -3.40 |
Estimation Period:
Jan 8, 1993 to Nov 14, 2025
Jan 8, 1993 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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