S&P GSCI Palladium Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:72.59% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 14.54 | |
| 0.0643 | 22.34 | |
| 0.9253 | 328.80 |
Estimation Period:
Dec 26, 2008 to Jan 16, 2026
Dec 26, 2008 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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