S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:63.31% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1005 | 19.06 | |
| 0.6472 | 24.88 | |
| -0.0124 | -2.02 | |
| 0.0096 | 1.15 | |
| 0.0551 | 2.43 | |
| 0.9418 | 38.50 |
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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