S&P GSCI Nickel Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.96%
decreased by 0.49%
1 Week
23.30%
decreased by 0.15%
1 Month
24.60%
increased by 1.15%
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 | |
|---|---|---|
| 0.0243 | 17.18 | |
| 0.1133 | 22.64 | |
| 0.9870 | 1,227.55 | |
| 0.0155 | 4.38 |
Estimation Period:
Jan 8, 1993 to Jun 5, 2026
Jan 8, 1993 to Jun 5, 2026
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