S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.60% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1572 | 6.59 | |
| 0.0450 | 43.37 | |
| 0.9972 | 2,702.35 | |
| 6.1842 | 10.80 |
Estimation Period:
Dec 26, 2008 to Feb 6, 2026
Dec 26, 2008 to Feb 6, 2026
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