S&P GSCI Zinc Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.68% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 9.84 | |
| 0.0882 | 17.40 | |
| 0.9929 | 1,680.06 | |
| 0.0148 | 4.18 |
Estimation Period:
Jan 7, 1991 to Jan 23, 2026
Jan 7, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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