S&P GSCI Nickel Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
23.61%
decreased by 1.43%
1 Week
23.79%
decreased by 1.25%
1 Month
24.26%
decreased by 0.78%
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 | |
|---|---|---|
| 51 | ||
| 0.1194 | 17.44 | |
| 0.6374 | 27.19 | |
| -0.0037 | -0.46 | |
| 0.0820 | 1.32 | |
| 0.0954 | 1.45 | |
| 0.8863 | 11.16 |
Estimation Period:
Jan 8, 1993 to Jun 26, 2026
Jan 8, 1993 to Jun 26, 2026
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