S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:44.39% (+6.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 13.78 | |
| 0.0526 | 20.85 | |
| 0.9514 | 648.09 | |
| -0.0146 | -4.05 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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