S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:95.58% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 15.04 | |
| 0.0552 | 15.96 | |
| 0.9290 | 367.34 | |
| 0.0111 | 1.59 |
Estimation Period:
Dec 26, 2008 to Dec 26, 2025
Dec 26, 2008 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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