S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.80%
decreased by 0.47%
1 Week
22.98%
decreased by 0.29%
1 Month
23.63%
increased by 0.36%
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 | |
|---|---|---|
| 4.2405 | 6.26 | |
| 0.0392 | 41.51 | |
| 0.9927 | 789.11 | |
| 5.5351 | 8.13 |
Estimation Period:
Jan 8, 1993 to Jun 5, 2026
Jan 8, 1993 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Commodities