S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.26%
decreased by 0.33%
1 Week
22.59%
decreased by 0.00%
1 Month
23.75%
increased by 1.16%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 18.20 | |
| 0.0498 | 22.29 | |
| 0.9387 | 387.72 |
Estimation Period:
Jan 8, 1993 to Jun 5, 2026
Jan 8, 1993 to Jun 5, 2026
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