S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:36.31% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 17.00 | |
| 0.0547 | 13.88 | |
| 0.9447 | 427.67 | |
| -0.0181 | -3.84 |
Estimation Period:
Jan 8, 1993 to Feb 27, 2026
Jan 8, 1993 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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