S&P GSCI Nickel Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
24.41%
decreased by 0.16%
1 Week
24.64%
increased by 0.07%
1 Month
25.46%
increased by 0.89%
Analysis last updated: Friday, May 8, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 17.52 | |
| 0.0561 | 14.03 | |
| 0.9424 | 418.47 | |
| -0.0179 | -3.72 |
Estimation Period:
Jan 8, 1993 to May 8, 2026
Jan 8, 1993 to May 8, 2026
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