S&P GSCI Palladium Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:46.85% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 13.14 | |
| 0.1321 | 19.60 | |
| 0.9857 | 926.39 | |
| -0.0233 | -4.73 |
Estimation Period:
Dec 26, 2008 to Nov 14, 2025
Dec 26, 2008 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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