S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:18.09% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1264 | 14.26 | |
| 0.4622 | 21.29 | |
| 0.0150 | 1.60 | |
| 0.2614 | 0.85 | |
| 0.3987 | 1.09 | |
| 0.5443 | 1.26 |
Estimation Period:
Jan 8, 1993 to Dec 12, 2025
Jan 8, 1993 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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