S&P GSCI Palladium Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:92.40% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 14.59 | |
| 0.0643 | 22.32 | |
| 0.9251 | 327.83 |
Estimation Period:
Dec 26, 2008 to Jan 23, 2026
Dec 26, 2008 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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