S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:61.18% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1021 | 14.37 | |
| 0.6399 | 28.03 | |
| 0.0557 | 5.79 | |
| 0.0176 | 1.52 | |
| 0.0316 | 2.73 | |
| 0.9658 | 76.62 |
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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