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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7176	4.04***
α ARCH Response to squared shocks	0.1122	6.65***
β GARCH Volatility persistence	0.8068	26.24***

γ₁	0.0068	0.05
γ₂	-0.0910	-0.52
γ₃	0.2744	3.25***
γ₄	-0.4919	-3.74***
γ₅	0.4751	2.64***
γ₆	-0.1837	-1.28
γ₇	0.0346	0.37
γ₈	0.0083	0.10
γ₉	-0.1184	-1.42
γ₁₀	0.1114	1.78*

V-Lab

NYMEX Palladium Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Palladium Analyses