S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:68.79% (-8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1011 | 19.21 | |
| 0.6479 | 25.25 | |
| -0.0129 | -2.13 | |
| 0.0095 | 1.18 | |
| 0.0526 | 2.43 | |
| 0.9441 | 40.38 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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