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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2668	11.44***
α ARCH Response to squared shocks	0.0966	8.02***
β GARCH Volatility persistence	0.8566	163.06***
γ leverage Additional response to negative shocks	0.0101	0.58

V-Lab

NYMEX Palladium GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Palladium Analyses