S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:16.59% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 16.22 | |
| 0.0492 | 13.36 | |
| 0.9507 | 479.45 | |
| -0.0151 | -3.43 |
Estimation Period:
Jan 8, 1993 to Dec 5, 2025
Jan 8, 1993 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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