S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:86.27% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 13.39 | |
| 0.0568 | 20.17 | |
| 0.9494 | 624.99 | |
| -0.0183 | -4.74 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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