S&P GSCI Palladium Spot Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:61.93% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 14.42 | |
| 0.1489 | 20.69 | |
| 0.9858 | 927.37 | |
| -0.0147 | -2.80 |
Estimation Period:
Dec 26, 2008 to Feb 27, 2026
Dec 26, 2008 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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