S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:79.97% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 13.42 | |
| 0.0566 | 20.20 | |
| 0.9495 | 630.06 | |
| -0.0182 | -4.73 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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