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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1763	5.95***
α ARCH Response to squared shocks	0.1182	22.31***
β GARCH Volatility persistence	0.8551	118.64***
γ leverage Additional response to negative shocks	0.0280	1.05
δ power Transformation power	1.3990	16.36***

V-Lab

NYMEX Palladium APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Palladium Analyses