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V-Lab

S&P GSCI Zinc Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.82% (-0.25%)
Analysis last updated: Tuesday, February 24, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Zinc Index SGARCH
paramt-stat
ω0.90794.93
α0.03683.83
β0.942067.11
γ10.00440.17
γ2-0.0013-0.03
γ30.04221.28
γ4-0.1338-5.83
γ50.14668.08
γ6-0.0683-3.51
γ7-0.0131-0.41
Estimation Period:
Jan 7, 1991 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts