S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.90% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 16.95 | |
| 0.0548 | 13.91 | |
| 0.9448 | 429.06 | |
| -0.0181 | -3.85 |
Estimation Period:
Jan 8, 1993 to Feb 6, 2026
Jan 8, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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