S&P GSCI Zinc Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.70% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0836 | 10.16 | |
| 0.6550 | 24.59 | |
| -0.0119 | -1.58 | |
| 0.0063 | 0.82 | |
| 0.0251 | 1.77 | |
| 0.9726 | 63.99 |
Estimation Period:
Jan 7, 1991 to Feb 13, 2026
Jan 7, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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