V-Lab
V-Lab

S&P GSCI Zinc Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:33.11% (+2.97%)

Analysis last updated: Tuesday, April 30, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Zinc Index AMEM
paramt-stat
ω0.098221.02
α0.156422.21
β0.7989157.08
γ0.00840.79
Estimation Period:
Aug 10, 2010 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts