S&P GSCI Nickel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
23.95%
decreased by 0.34%
1 Week
24.10%
decreased by 0.19%
1 Month
24.66%
increased by 0.37%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2371 | 6.26 | |
| 0.0391 | 41.59 | |
| 0.9927 | 791.00 | |
| 5.5384 | 8.11 |
Estimation Period:
Jan 8, 1993 to Jun 26, 2026
Jan 8, 1993 to Jun 26, 2026
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