V-Lab
NYMEX Platinum EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
33.62%
decreased by 0.07%
1 Week
33.69%
increased by 0.00%
1 Month
33.93%
increased by 0.24%
Analysis last updated: Saturday, August 15, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 29, 1997 to Aug 14, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 28% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0174 | 8.12*** |
α ARCH Response to squared shocks | 0.1431 | 17.97*** |
β GARCH Volatility persistence | 0.9897 | 736.95*** |
γ leverage Additional response to negative shocks | 0.0175 | 2.33** |
Persistence:
0.990
Half-life:
67 days
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