S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:52.92% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 15.04 | |
| 0.0504 | 15.32 | |
| 0.9324 | 379.04 | |
| 0.0141 | 2.05 |
Estimation Period:
Dec 26, 2008 to Oct 24, 2025
Dec 26, 2008 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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