S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:67.90% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0639 | 14.76 | |
| 0.0606 | 14.95 | |
| 0.9243 | 333.09 | |
| 0.0084 | 1.16 |
Estimation Period:
Dec 26, 2008 to Jan 16, 2026
Dec 26, 2008 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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