S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:43.83% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0512 | 12.59 | |
| 0.8496 | 71.39 | |
| 0.0480 | 8.17 | |
| 0.0085 | 2.10 | |
| 0.0222 | 3.21 | |
| 0.9766 | 127.35 |
Estimation Period:
Dec 26, 2008 to Oct 31, 2025
Dec 26, 2008 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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