S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:55.27% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 15.00 | |
| 0.0636 | 15.73 | |
| 0.9223 | 330.94 | |
| 0.0058 | 0.82 |
Estimation Period:
Dec 26, 2008 to Mar 13, 2026
Dec 26, 2008 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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