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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0620	15.23***
α ARCH Response to squared shocks	0.0599	15.60***
β GARCH Volatility persistence	0.9260	345.77***
γ leverage Additional response to negative shocks	0.0071	1.05

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S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Palladium Spot Index Analyses