NYMEX Palladium GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
41.32%
increased by 1.33%
1 Week
41.22%
increased by 1.23%
1 Month
40.91%
increased by 0.92%
Analysis last updated: Saturday, June 13, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2735 | 11.24 | |
| 0.0987 | 8.22 | |
| 0.8535 | 158.14 | |
| 0.0099 | 0.57 |
Estimation Period:
Sep 28, 1998 to Jun 12, 2026
Sep 28, 1998 to Jun 12, 2026
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