S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:42.17% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9633 | 6.22 | |
| 0.0419 | 41.23 | |
| 0.9968 | 2,166.90 | |
| 6.3213 | 9.42 |
Estimation Period:
Dec 26, 2008 to Nov 21, 2025
Dec 26, 2008 to Nov 21, 2025
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