S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:48.06% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1378 | 6.34 | |
| 0.0418 | 41.40 | |
| 0.9969 | 2,329.25 | |
| 6.3170 | 9.63 |
Estimation Period:
Dec 26, 2008 to Nov 7, 2025
Dec 26, 2008 to Nov 7, 2025
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