S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:33.78% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0893 | 17.41 | |
| 0.6496 | 22.98 | |
| -0.0030 | -0.50 | |
| 0.0103 | 1.06 | |
| 0.0526 | 2.16 | |
| 0.9434 | 35.50 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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