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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9312	3.62***
α ARCH Response to squared shocks	0.0525	3.70***
β GARCH Volatility persistence	0.9381	61.98***

γ₁	-0.0162	-1.21
γ₂	0.0313	1.71*
γ₃	-0.0224	-2.88***

V-Lab

NYMEX Platinum Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Platinum Analyses