S&P GSCI Zinc Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.37% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 10.59 | |
| 0.0378 | 13.64 | |
| 0.9679 | 649.62 | |
| -0.0167 | -4.97 |
Estimation Period:
Jan 7, 1991 to Feb 13, 2026
Jan 7, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Zinc Index Analyses
Other GJR-GARCH Analyses on Commodities