S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:39.63% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 13.81 | |
| 0.0528 | 20.88 | |
| 0.9513 | 647.58 | |
| -0.0149 | -4.14 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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