S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:110.60% (+49.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0865 | 13.77 | |
| 0.6758 | 31.09 | |
| 0.0642 | 7.24 | |
| 0.0143 | 1.48 | |
| 0.0266 | 2.61 | |
| 0.9712 | 86.73 |
Estimation Period:
Dec 26, 2008 to Jan 23, 2026
Dec 26, 2008 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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