S&P GSCI Zinc Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.62%
decreased by 0.21%
1 Week
19.70%
decreased by 0.13%
1 Month
19.98%
increased by 0.15%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 6.31 | |
| 0.0381 | 27.03 | |
| 0.9567 | 675.67 | |
| -0.4234 | -12.63 |
Estimation Period:
Jan 7, 1991 to Jun 5, 2026
Jan 7, 1991 to Jun 5, 2026
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