S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:65.13% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1008 | 19.19 | |
| 0.6492 | 25.17 | |
| -0.0132 | -2.15 | |
| 0.0096 | 1.17 | |
| 0.0545 | 2.45 | |
| 0.9424 | 39.24 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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