S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:34.77% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 13.95 | |
| 0.0517 | 20.78 | |
| 0.9516 | 648.24 | |
| -0.0137 | -3.83 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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