S&P GSCI Platinum Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:37.65% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0922 | 17.99 | |
| 0.6460 | 23.44 | |
| -0.0044 | -0.74 | |
| 0.0101 | 1.09 | |
| 0.0525 | 2.22 | |
| 0.9437 | 36.68 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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