S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:52.08% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1018 | 14.35 | |
| 0.6415 | 28.29 | |
| 0.0550 | 5.73 | |
| 0.0175 | 1.52 | |
| 0.0313 | 2.75 | |
| 0.9661 | 77.71 |
Estimation Period:
Dec 26, 2008 to Mar 6, 2026
Dec 26, 2008 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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