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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NYMEX Platinum EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 29, 1997 to Aug 14, 2026

Model 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

ParameterValuet-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