S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:35.78% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0530 | 12.88 | |
| 0.8472 | 71.15 | |
| 0.0468 | 7.91 | |
| 0.0086 | 2.19 | |
| 0.0212 | 3.25 | |
| 0.9773 | 133.95 |
Estimation Period:
Dec 26, 2008 to Dec 5, 2025
Dec 26, 2008 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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