NYMEX Palladium Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
53.96%
increased by 7.59%
1 Week
54.89%
increased by 8.52%
1 Month
57.03%
increased by 10.66%
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 | |
|---|---|---|
| 0.7509 | 4.35 | |
| 0.1124 | 6.49 | |
| 0.8035 | 24.81 | |
| 0.0516 | 0.39 | |
| -0.1656 | -0.97 | |
| 0.3277 | 3.87 | |
| -0.5268 | -3.90 | |
| 0.4834 | 2.69 | |
| -0.1684 | -1.20 | |
| -0.0013 | -0.01 | |
| 0.0757 | 0.86 | |
| -0.2335 | -2.37 | |
| 0.3527 | 2.35 |
Estimation Period:
Sep 28, 1998 to Jun 5, 2026
Sep 28, 1998 to Jun 5, 2026
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