S&P GSCI Nickel Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.09%
decreased by 0.42%
1 Week
22.41%
decreased by 0.10%
1 Month
23.54%
increased by 1.03%
Analysis last updated: Saturday, June 6, 2026 at 12:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 16.14 | |
| 0.0481 | 23.38 | |
| 0.9406 | 415.45 | |
| -0.3241 | -6.56 |
Estimation Period:
Jan 8, 1993 to Jun 5, 2026
Jan 8, 1993 to Jun 5, 2026
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