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V-Lab
V-Lab
S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:16.23% (-1.21%)
Analysis last updated: Thursday, November 27, 2025 at 01:48 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
α0.126314.17
β0.461321.09
γ0.01461.55
λ10.28680.83
λ20.40351.03
λ30.53301.15
Estimation Period:
Jan 8, 1993 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts