S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:68.91% (-9.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1007 | 19.15 | |
| 0.6513 | 25.42 | |
| -0.0131 | -2.17 | |
| 0.0095 | 1.19 | |
| 0.0521 | 2.44 | |
| 0.9446 | 40.85 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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