S&P GSCI Platinum Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:36.18% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 17.40 | |
| 0.1090 | 32.22 | |
| 0.9913 | 1,845.96 | |
| 0.0052 | 1.66 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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