V-Lab
NYMEX Platinum GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 31st, 2026
1 Day
37.16%
increased by 2.20%
1 Week
37.07%
increased by 2.11%
1 Month
36.69%
increased by 1.73%
Analysis last updated: Friday, July 31, 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 24, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 126 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 = 5.48 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 | 2.8803 | 6.48*** |
α ARCH Response to squared shocks | 0.0428 | 45.05*** |
β GARCH Volatility persistence | 0.9945 | 1,249.41*** |
ν DF Student-t tail thickness | 5.4840 | 11.60*** |
Persistence:
0.995
Half-life:
126 days
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