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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7522 | 4.31 | |
| 0.1113 | 6.61 | |
| 0.8092 | 26.55 | |
| 0.0287 | 0.22 | |
| -0.1245 | -0.73 | |
| 0.2991 | 3.44 | |
| -0.5125 | -3.67 | |
| 0.4773 | 2.57 | |
| -0.1669 | -1.15 | |
| 0.0097 | 0.10 | |
| 0.0389 | 0.44 | |
| -0.1490 | -1.72 | |
| 0.1295 | 1.97 |
Estimation Period:
Sep 28, 1998 to Jun 5, 2026
Sep 28, 1998 to Jun 5, 2026
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