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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7256	4.13***
α ARCH Response to squared shocks	0.1125	6.67***
β GARCH Volatility persistence	0.8063	26.25***

γ₁	0.0055	0.04
γ₂	-0.0853	-0.49
γ₃	0.2655	3.20***
γ₄	-0.4865	-3.83***
γ₅	0.4787	2.71***
γ₆	-0.1949	-1.37
γ₇	0.0483	0.52
γ₈	-0.0069	-0.08
γ₉	-0.1039	-1.26
γ₁₀	0.1035	1.66*

V-Lab

NYMEX Palladium Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Palladium Analyses