S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.97%
decreased by 0.84%
1 Week
22.81%
decreased by 0.00%
1 Month
23.93%
increased by 1.12%
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 | |
|---|---|---|
| 51 | ||
| 0.1194 | 17.43 | |
| 0.6384 | 27.44 | |
| -0.0035 | -0.44 | |
| 0.0811 | 1.33 | |
| 0.0946 | 1.47 | |
| 0.8873 | 11.40 |
Estimation Period:
Jan 8, 1993 to Jun 5, 2026
Jan 8, 1993 to Jun 5, 2026
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