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V-Lab
V-Lab
S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:41.00% (-0.79%)
Analysis last updated: Wednesday, December 17, 2025 at 12:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Palladium Spot Index MF2-GARCH
paramt-stat
m56
α0.052912.85
β0.847171.10
γ0.04697.94
λ10.00862.18
λ20.02133.25
λ30.9773133.32
Estimation Period:
Dec 26, 2008 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts