S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:71.95% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7504 | 6.47 | |
| 0.0439 | 42.34 | |
| 0.9971 | 2,524.18 | |
| 6.2296 | 10.35 |
Estimation Period:
Dec 26, 2008 to Jan 2, 2026
Dec 26, 2008 to Jan 2, 2026
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