S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:97.43% (-3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 14.37 | |
| 0.0616 | 15.26 | |
| 0.9251 | 343.79 | |
| 0.0072 | 1.00 |
Estimation Period:
Dec 26, 2008 to Feb 6, 2026
Dec 26, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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