V-Lab
V-Lab

S&P GSCI Zinc Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:28.62% (-2.70%)

Analysis last updated: Saturday, May 4, 2024 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Zinc Index APMEM
paramt-stat
ω0.071718.09
α0.162839.36
β0.8066156.11
γ0.01061.20
δ1.301721.36
Estimation Period:
Aug 10, 2010 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts