V-Lab
NYMEX Platinum GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
38.95%
increased by 1.25%
1 Week
38.85%
increased by 1.15%
1 Month
38.43%
increased by 0.73%
Analysis last updated: Saturday, August 22, 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 Aug 21, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 129 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.47 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.9006 | 6.50*** |
α ARCH Response to squared shocks | 0.0425 | 45.55*** |
β GARCH Volatility persistence | 0.9947 | 1,288.42*** |
ν DF Student-t tail thickness | 5.4693 | 11.85*** |
Persistence:
0.995
Half-life:
129 days
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