S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:38.72% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0920 | 18.00 | |
| 0.6457 | 23.47 | |
| -0.0043 | -0.72 | |
| 0.0099 | 1.08 | |
| 0.0521 | 2.23 | |
| 0.9441 | 37.01 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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