S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:31.31% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 17.08 | |
| 0.0548 | 13.88 | |
| 0.9444 | 425.80 | |
| -0.0181 | -3.83 |
Estimation Period:
Jan 8, 1993 to Mar 13, 2026
Jan 8, 1993 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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