S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.87% (-6.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0997 | 18.92 | |
| 0.6507 | 24.99 | |
| -0.0112 | -1.83 | |
| 0.0096 | 1.16 | |
| 0.0553 | 2.42 | |
| 0.9418 | 38.47 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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