S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:17.63% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 16.51 | |
| 0.0499 | 13.10 | |
| 0.9486 | 451.93 | |
| -0.0152 | -3.33 |
Estimation Period:
Jan 8, 1993 to Oct 17, 2025
Jan 8, 1993 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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