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V-Lab
V-Lab
S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:36.67% (+1.17%)
Analysis last updated: Friday, December 12, 2025 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Palladium Spot Index GJR-GARCH
paramt-stat
ω0.059715.39
α0.051115.35
β0.9307369.46
γ0.01402.02
Estimation Period:
Dec 26, 2008 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts