S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:39.13% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8625 | 6.14 | |
| 0.0421 | 41.31 | |
| 0.9967 | 2,059.25 | |
| 6.3416 | 9.22 |
Estimation Period:
Dec 26, 2008 to Dec 12, 2025
Dec 26, 2008 to Dec 12, 2025
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