S&P GSCI Zinc Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
20.80%
increased by 0.04%
1 Week
20.83%
increased by 0.07%
1 Month
20.98%
increased by 0.22%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 10.58 | |
| 0.0376 | 13.64 | |
| 0.9681 | 652.80 | |
| -0.0166 | -4.97 |
Estimation Period:
Jan 7, 1991 to Jun 26, 2026
Jan 7, 1991 to Jun 26, 2026
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