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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	1.0081	4.92***
αARCH	0.0514	3.69***
βGARCH	0.9389	62.18***

γ₁	-0.0039	-0.65
γ₂	0.0156	1.44

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0081	4.92***
α ARCH Response to squared shocks	0.0514	3.69***
β GARCH Volatility persistence	0.9389	62.18***

γ₁	-0.0039	-0.65
γ₂	0.0156	1.44

V-Lab

NYMEX Platinum Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Platinum Analyses