S&P GSCI Palladium Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:82.34% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 14.29 | |
| 0.1465 | 20.01 | |
| 0.9849 | 888.91 | |
| -0.0172 | -3.27 |
Estimation Period:
Dec 26, 2008 to Jan 23, 2026
Dec 26, 2008 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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