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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0630	15.21***
α ARCH Response to squared shocks	0.0609	15.57***
β GARCH Volatility persistence	0.9252	341.77***
γ leverage Additional response to negative shocks	0.0062	0.91

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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