S&P GSCI Palladium Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
48.77%
decreased by 2.81%
1 Week
48.80%
decreased by 2.78%
1 Month
49.10%
decreased by 2.48%
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 | |
|---|---|---|
| 21 | ||
| 0.1010 | 14.39 | |
| 0.6444 | 28.31 | |
| 0.0521 | 5.53 | |
| 0.0183 | 1.57 | |
| 0.0307 | 2.72 | |
| 0.9663 | 77.59 |
Estimation Period:
Dec 26, 2008 to Jun 26, 2026
Dec 26, 2008 to Jun 26, 2026
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