NYMEX Platinum GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
35.48%
decreased by 0.85%
1 Week
35.43%
decreased by 0.90%
1 Month
35.25%
decreased by 1.08%
Analysis last updated: Tuesday, July 21, 2026 at 05:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 29, 1997 to Jul 17, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 114 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0237 | 9.25*** |
α ARCH Response to squared shocks | 0.0519 | 15.66*** |
β GARCH Volatility persistence | 0.9421 | 265.59*** |
Persistence:
0.994
Half-life:
114 days
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