S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:59.39% (+11.66%)
Parameter Estimates
param | t-stat | |
---|---|---|
21 | ||
0.0907 | 17.68 | |
0.6508 | 23.32 | |
-0.0043 | -0.72 | |
0.0100 | 1.07 | |
0.0528 | 2.20 | |
0.9434 | 36.14 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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