S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:41.39% (-1.60%)
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
Other S&P GSCI Palladium Spot Index Analyses
Other MF2-GARCH Analyses on Commodities