The Macroeconomic Determinants of Volatility in Precious Metals Markets



Table 3- Unit Root Tests of the Estimated Conditional Standard Deviations

ADF

PP

S&P 500

-4.30

-15.46

S&P 500 Div. Yield

-5.08

-8.82

World ex US

-3.83

-10.83

World ex US Div. Yield

-4.68

-11.12

Term Structure

-8.17

-15.41

US M2

-3.35

-11.53

Ind. Production

-9.84

- 17.38

Inflation

-7.09

-10.86

US Dollar

-7.54

-19.99

Con. Confidence

-4.51

- 9.63

Gold

-3.68

-13.49

Palladium

-4.78

-10.59

Silver

-7.32

-10.55

Platinum

-8.33

-12.28

20



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