S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:49.25% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 15.09 | |
| 0.0501 | 15.26 | |
| 0.9328 | 379.95 | |
| 0.0139 | 2.03 |
Estimation Period:
Dec 26, 2008 to Oct 31, 2025
Dec 26, 2008 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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