S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.63% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0993 | 14.27 | |
| 0.6499 | 28.82 | |
| 0.0564 | 5.96 | |
| 0.0171 | 1.52 | |
| 0.0314 | 2.74 | |
| 0.9661 | 77.62 |
Estimation Period:
Dec 26, 2008 to Feb 6, 2026
Dec 26, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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