S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:44.28% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9959 | 6.31 | |
| 0.0415 | 41.09 | |
| 0.9969 | 2,270.78 | |
| 6.3409 | 9.42 |
Estimation Period:
Dec 26, 2008 to Oct 10, 2025
Dec 26, 2008 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on Commodities