S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:27.08% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1177 | 15.89 | |
| 0.5893 | 25.81 | |
| -0.0018 | -0.21 | |
| 0.3449 | 0.77 | |
| 0.3870 | 0.83 | |
| 0.5363 | 0.95 |
Estimation Period:
Jan 8, 1993 to Jan 23, 2026
Jan 8, 1993 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Nickel Spot Index Analyses
Other MF2-GARCH Analyses on Commodities