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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.9848	5.47***
α ARCH Response to squared shocks	0.0708	31.73***
β GARCH Volatility persistence	0.9862	399.60***
ν DF Student-t tail thickness	5.0396	9.11***

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NYMEX Palladium GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Palladium Analyses