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V-Lab

NYMEX Palladium Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, June 8th, 2026

1 Day

46.93%

increased by 8.90%

1 Week

46.56%

increased by 8.53%

1 Month

45.63%

increased by 7.60%

Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NYMEX Palladium S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.75224.31
α0.11136.61
β0.809226.55
γ10.02870.22
γ2-0.1245-0.73
γ30.29913.44
γ4-0.5125-3.67
γ50.47732.57
γ6-0.1669-1.15
γ70.00970.10
γ80.03890.44
γ9-0.1490-1.72
γ100.12951.97
Estimation Period:
Sep 28, 1998 to Jun 5, 2026