S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
49.28%
increased by 0.03%
1 Week
49.25%
decreased by 0.00%
1 Month
49.11%
decreased by 0.14%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4520 | 6.17 | |
| 0.0444 | 43.37 | |
| 0.9968 | 2,195.49 | |
| 6.1587 | 10.21 |
Estimation Period:
Dec 26, 2008 to May 15, 2026
Dec 26, 2008 to May 15, 2026
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