S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:58.75% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 14.81 | |
| 0.0627 | 15.54 | |
| 0.9236 | 334.75 | |
| 0.0061 | 0.86 |
Estimation Period:
Dec 26, 2008 to Mar 6, 2026
Dec 26, 2008 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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