S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:52.64% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1027 | 14.47 | |
| 0.6418 | 28.51 | |
| 0.0543 | 5.66 | |
| 0.0174 | 1.54 | |
| 0.0308 | 2.77 | |
| 0.9666 | 79.40 |
Estimation Period:
Dec 26, 2008 to Mar 13, 2026
Dec 26, 2008 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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