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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NYMEX Palladium SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.75094.35
α0.11246.49
β0.803524.81
γ10.05160.39
γ2-0.1656-0.97
γ30.32773.87
γ4-0.5268-3.90
γ50.48342.69
γ6-0.1684-1.20
γ7-0.0013-0.01
γ80.07570.86
γ9-0.2335-2.37
γ100.35272.35
Estimation Period:
Sep 28, 1998 to Jun 5, 2026