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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7091	3.99***
α ARCH Response to squared shocks	0.1119	6.58***
β GARCH Volatility persistence	0.8062	25.93***

γ₁	0.0041	0.03
γ₂	-0.0911	-0.52
γ₃	0.2806	3.30***
γ₄	-0.4950	-3.69***
γ₅	0.4683	2.59***
γ₆	-0.1689	-1.19
γ₇	0.0178	0.19
γ₈	0.0267	0.31
γ₉	-0.1361	-1.63
γ₁₀	0.1220	1.94*

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NYMEX Palladium Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NYMEX Palladium Analyses