S&P GSCI Palladium Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
45.42%
increased by 3.51%
1 Week
45.41%
increased by 3.50%
1 Month
45.35%
increased by 3.44%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3640 | 6.13 | |
| 0.0442 | 43.41 | |
| 0.9967 | 2,129.71 | |
| 6.1605 | 10.13 |
Estimation Period:
Dec 26, 2008 to Jun 5, 2026
Dec 26, 2008 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Commodities