S&P GSCI Platinum Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:40.32% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 13.79 | |
| 0.0525 | 20.85 | |
| 0.9515 | 649.94 | |
| -0.0148 | -4.13 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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