S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:69.33% (+4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7064 | 6.44 | |
| 0.0439 | 42.74 | |
| 0.9970 | 2,492.57 | |
| 6.2594 | 10.17 |
Estimation Period:
Dec 26, 2008 to Jan 23, 2026
Dec 26, 2008 to Jan 23, 2026
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