S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
48.46%
decreased by 1.36%
1 Week
48.43%
decreased by 1.39%
1 Month
48.30%
decreased by 1.52%
Analysis last updated: Friday, April 24, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4155 | 6.14 | |
| 0.0445 | 43.18 | |
| 0.9967 | 2,143.45 | |
| 6.1300 | 10.28 |
Estimation Period:
Dec 26, 2008 to Apr 24, 2026
Dec 26, 2008 to Apr 24, 2026
Other GAS-GARCH Student T Analyses on Commodities