S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:18.18% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 16.58 | |
| 0.0500 | 13.07 | |
| 0.9483 | 447.93 | |
| -0.0152 | -3.32 |
Estimation Period:
Jan 8, 1993 to Oct 10, 2025
Jan 8, 1993 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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