S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
29.17%
increased by 0.10%
1 Week
30.99%
increased by 1.92%
1 Month
31.20%
increased by 2.13%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1180 | 16.11 | |
| 0.5913 | 24.93 | |
| -0.0008 | -0.09 | |
| 0.3250 | 0.75 | |
| 0.3624 | 0.79 | |
| 0.5650 | 1.02 |
Estimation Period:
Jan 8, 1993 to Mar 27, 2026
Jan 8, 1993 to Mar 27, 2026
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