S&P GSCI Zinc Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.82% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9079 | 4.93 | |
| 0.0368 | 3.83 | |
| 0.9420 | 67.11 | |
| 0.0044 | 0.17 | |
| -0.0013 | -0.03 | |
| 0.0422 | 1.28 | |
| -0.1338 | -5.83 | |
| 0.1466 | 8.08 | |
| -0.0683 | -3.51 | |
| -0.0131 | -0.41 |
Estimation Period:
Jan 7, 1991 to Feb 20, 2026
Jan 7, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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