S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:16.40% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 16.25 | |
| 0.0496 | 13.24 | |
| 0.9497 | 465.53 | |
| -0.0151 | -3.38 |
Estimation Period:
Jan 8, 1993 to Nov 7, 2025
Jan 8, 1993 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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