S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:34.11% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0920 | 17.96 | |
| 0.6471 | 23.52 | |
| -0.0046 | -0.77 | |
| 0.0099 | 1.08 | |
| 0.0520 | 2.23 | |
| 0.9442 | 37.05 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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