S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.49% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9135 | 4.91 | |
| 0.0367 | 3.88 | |
| 0.9432 | 69.58 | |
| 0.0041 | 0.15 | |
| -0.0002 | -0.00 | |
| 0.0412 | 1.21 | |
| -0.1340 | -5.68 | |
| 0.1504 | 8.31 | |
| -0.0816 | -5.26 | |
| 0.0242 | 2.08 |
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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