NYMEX Palladium GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
46.77%
increased by 1.79%
1 Week
46.25%
increased by 1.27%
1 Month
44.66%
decreased by 0.32%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2744 | 11.20 | |
| 0.0989 | 8.25 | |
| 0.8530 | 157.44 | |
| 0.0101 | 0.58 |
Estimation Period:
Sep 28, 1998 to Jun 5, 2026
Sep 28, 1998 to Jun 5, 2026
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