S&P GSCI Palladium Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
46.70%
decreased by 0.80%
1 Week
46.55%
decreased by 0.95%
1 Month
45.97%
decreased by 1.53%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0628 | 15.15 | |
| 0.0611 | 15.61 | |
| 0.9250 | 342.59 | |
| 0.0065 | 0.95 |
Estimation Period:
Dec 26, 2008 to Jun 26, 2026
Dec 26, 2008 to Jun 26, 2026
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