S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:33.42% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1178 | 15.76 | |
| 0.5803 | 25.86 | |
| 0.0005 | 0.06 | |
| 0.3640 | 0.78 | |
| 0.4017 | 0.84 | |
| 0.5172 | 0.89 |
Estimation Period:
Jan 8, 1993 to Mar 13, 2026
Jan 8, 1993 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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