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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.9907	5.47***
α ARCH Response to squared shocks	0.0706	31.82***
β GARCH Volatility persistence	0.9863	402.41***
ν DF Student-t tail thickness	5.0528	9.10***

V-Lab

NYMEX Palladium GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Palladium Analyses