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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.9643	5.46***
α ARCH Response to squared shocks	0.0704	31.67***
β GARCH Volatility persistence	0.9862	399.28***
ν DF Student-t tail thickness	5.0316	9.11***

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