V-Lab
NYMEX Platinum GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
40.18%
increased by 0.77%
1 Week
40.10%
increased by 0.69%
1 Month
39.78%
increased by 0.37%
Analysis last updated: Saturday, August 22, 2026 at 05:15 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 0.994, volatility shocks have a half-life of 123 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Inverse leverage: Positive returns increase volatility 55% more than negative returns
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0228 | 9.96*** |
α ARCH Response to squared shocks | 0.0621 | 9.97*** |
β GARCH Volatility persistence | 0.9433 | 290.33*** |
γ leverage Additional response to negative shocks | -0.0220 | -2.96*** |
Persistence:
0.994
Half-life:
123 days
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