S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
22.52%
decreased by 0.40%
1 Week
22.80%
decreased by 0.12%
1 Month
23.83%
increased by 0.91%
Analysis last updated: Friday, May 29, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 17.51 | |
| 0.0562 | 14.07 | |
| 0.9423 | 418.42 | |
| -0.0179 | -3.71 |
Estimation Period:
Jan 8, 1993 to May 29, 2026
Jan 8, 1993 to May 29, 2026
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