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V-Lab

NYMEX Palladium Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, June 29th, 2026

1 Day

48.82%

decreased by 1.68%

1 Week

48.23%

decreased by 2.27%

1 Month

46.78%

decreased by 3.72%

Analysis last updated: Saturday, June 27, 2026 at 04:13 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
ω0.71133.99
α0.11226.60
β0.806526.02
γ10.00640.05
γ2-0.0956-0.54
γ30.28533.32
γ4-0.4984-3.65
γ50.46722.56
γ6-0.1640-1.15
γ70.01160.12
γ80.03390.39
γ9-0.1420-1.68
γ100.12401.95
Estimation Period:
Sep 28, 1998 to Jun 26, 2026