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V-Lab

NYMEX Platinum Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Friday, July 17th, 2026

1 Day

36.69%

decreased by 1.02%

1 Week

36.63%

decreased by 1.08%

1 Month

36.38%

decreased by 1.33%

Analysis last updated: Friday, July 17, 2026 at 05:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NYMEX Platinum S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 29, 1997 to Jul 10, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 120 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2012
4.10***
α

ARCH

Response to squared shocks

0.0519
4.16***
β

GARCH

Volatility persistence

0.9423
70.69***
γi Spline Coefficients
K=1
γ10.0002
0.47

Persistence:

0.994

Half-life:

120 days