S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:42.16% (-1.13%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0558 | 15.20 | |
0.0464 | 15.18 | |
0.9340 | 382.15 | |
0.0181 | 2.70 |
Estimation Period:
Dec 26, 2008 to Oct 10, 2025
Dec 26, 2008 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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