S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
22.68%
decreased by 0.36%
1 Week
23.53%
increased by 0.49%
1 Month
24.62%
increased by 1.58%
Analysis last updated: Friday, May 22, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1193 | 17.40 | |
| 0.6389 | 27.78 | |
| -0.0033 | -0.42 | |
| 0.0797 | 1.36 | |
| 0.0923 | 1.50 | |
| 0.8900 | 11.95 |
Estimation Period:
Jan 8, 1993 to May 22, 2026
Jan 8, 1993 to May 22, 2026
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