S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:76.62% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0846 | 13.75 | |
| 0.6889 | 31.62 | |
| 0.0632 | 7.30 | |
| 0.0134 | 1.48 | |
| 0.0258 | 2.64 | |
| 0.9721 | 90.25 |
Estimation Period:
Dec 26, 2008 to Jan 2, 2026
Dec 26, 2008 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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