S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:18.73% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1258 | 13.89 | |
| 0.4576 | 20.39 | |
| 0.0152 | 1.59 | |
| 0.3432 | 0.77 | |
| 0.4105 | 0.91 | |
| 0.5118 | 0.93 |
Estimation Period:
Jan 8, 1993 to Oct 10, 2025
Jan 8, 1993 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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