S&P GSCI Palladium Spot Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:75.99% (-4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 14.18 | |
| 0.1482 | 20.76 | |
| 0.9865 | 940.41 | |
| -0.0146 | -2.81 |
Estimation Period:
Dec 26, 2008 to Feb 6, 2026
Dec 26, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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