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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.1419	17.87***
β GARCH Volatility persistence	0.6482	44.56***
γ leverage Additional response to negative shocks	0.0083	0.80
λ₁ tau intercept Baseline long-term coefficient	0.0247	1.79*
λ₂ forecast adj. Forecast performance sensitivity	0.0268	3.10***
λ₃ tau persistence Long-term factor persistence	0.9698	90.39***

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NYMEX Palladium MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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