S&P GSCI Palladium Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
44.23%
increased by 5.07%
1 Week
44.19%
increased by 5.03%
1 Month
44.02%
increased by 4.86%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 14.46 | |
| 0.1460 | 20.43 | |
| 0.9861 | 969.64 | |
| -0.0146 | -2.83 |
Estimation Period:
Dec 26, 2008 to Jun 5, 2026
Dec 26, 2008 to Jun 5, 2026
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