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V-Lab
V-Lab
S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:59.39% (+11.66%)
Analysis last updated: Tuesday, October 21, 2025 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Platinum Index MF2-GARCH
paramt-stat
m21
α0.090717.68
β0.650823.32
γ-0.0043-0.72
λ10.01001.07
λ20.05282.20
λ30.943436.14
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts