S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:43.25% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0442 | 11.76 | |
| 0.8518 | 71.26 | |
| 0.0558 | 9.65 | |
| 0.0092 | 2.03 | |
| 0.0227 | 3.04 | |
| 0.9757 | 116.87 |
Estimation Period:
Dec 26, 2008 to Oct 10, 2025
Dec 26, 2008 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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