S&P GSCI Zinc Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.83%
increased by 0.22%
1 Week
21.95%
increased by 0.34%
1 Month
22.39%
increased by 0.78%
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 | |
|---|---|---|
| 0.0097 | 9.91 | |
| 0.0879 | 17.39 | |
| 0.9929 | 1,688.66 | |
| 0.0143 | 4.07 |
Estimation Period:
Jan 7, 1991 to Jun 5, 2026
Jan 7, 1991 to Jun 5, 2026
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