S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:38.31% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 13.77 | |
| 0.0526 | 20.86 | |
| 0.9515 | 649.92 | |
| -0.0148 | -4.14 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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