Sprott Physical Platinum & Palladium Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:94.00% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9298 | 5.56 | |
| 0.0921 | 5.27 | |
| 0.8588 | 36.32 | |
| 0.2926 | 2.10 | |
| -0.4566 | -2.07 | |
| 0.3398 | 2.02 | |
| -0.2861 | -1.83 | |
| -0.0613 | -0.35 | |
| 0.8937 | 2.78 |
Estimation Period:
Dec 19, 2012 to Feb 6, 2026
Dec 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sprott Physical Platinum & Palladium Trust Analyses
Other Spline-GARCH Analyses on Closed-end Funds