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V-Lab
V-Lab
S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.77% (-0.76%)
Analysis last updated: Saturday, November 1, 2025 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Nickel Spot Index MF2-GARCH
paramt-stat
m66
α0.125913.99
β0.459120.76
γ0.01511.59
λ10.31660.80
λ20.40850.97
λ30.52041.03
Estimation Period:
Jan 8, 1993 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts