S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:71.57% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 13.31 | |
| 0.0572 | 20.36 | |
| 0.9493 | 631.21 | |
| -0.0189 | -4.93 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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