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V-Lab
S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.02% (+0.10%)
Analysis last updated: Friday, November 14, 2025 at 12:48 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
α0.126114.08
β0.459920.93
γ0.01501.58
λ10.30250.82
λ20.40651.00
λ30.52601.08
Estimation Period:
Jan 8, 1993 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts