S&P GSCI Platinum Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:73.48% (-3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 15.59 | |
| 0.1165 | 32.85 | |
| 0.9917 | 1,790.06 | |
| 0.0101 | 3.06 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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