S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:49.72% (-7.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1219 | 14.42 | |
| 0.5067 | 22.10 | |
| 0.0090 | 0.99 | |
| 0.3497 | 0.73 | |
| 0.4035 | 0.87 | |
| 0.5171 | 0.91 |
Estimation Period:
Jan 8, 1993 to Jan 2, 2026
Jan 8, 1993 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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