Volatility of Precious Metals: The Case of Platinum and Palladium
Why this work is in the frame
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Bibliographic record
Abstract
This paper investigates the relationship between the returns and their volatilities for Platinum and Palladium, by applying the known long-memory Fractionally Integrated-GARCH models. The SKEWED-FIAPARCH (1,d,1)-C seems to be the most suitable for modeling the volatility of Platinum’s and Palladium’s returns since we find that the returns of both metals are persistent processes over time. Our analysis suggests that the volatility of one metal negatively affects the returns of the other metal, while positive spillovers exist between them. It is also apparent that the effect of the volatility of platinum returns on the volatility of palladium returns is greater.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it