NYMEX Palladium GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
45.82%
decreased by 1.44%
1 Week
45.38%
decreased by 1.88%
1 Month
44.03%
decreased by 3.23%
Analysis last updated: Wednesday, June 24, 2026 at 05:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2716 | 11.28 | |
| 0.0983 | 8.17 | |
| 0.8542 | 159.61 | |
| 0.0100 | 0.57 |
Estimation Period:
Sep 28, 1998 to Jun 19, 2026
Sep 28, 1998 to Jun 19, 2026
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