Sprott Physical Platinum & Palladium Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:90.01% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 12.69 | |
| 0.0989 | 11.19 | |
| 0.9061 | 270.40 | |
| -0.0326 | -2.50 |
Estimation Period:
Dec 19, 2012 to Feb 6, 2026
Dec 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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