S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:78.18% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 14.47 | |
| 0.0617 | 15.29 | |
| 0.9250 | 341.45 | |
| 0.0066 | 0.93 |
Estimation Period:
Dec 26, 2008 to Feb 13, 2026
Dec 26, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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