S&P GSCI Zinc Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.31%
increased by 0.63%
1 Week
20.36%
increased by 0.68%
1 Month
20.34%
increased by 0.66%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0836 | 10.12 | |
| 0.6512 | 24.38 | |
| -0.0109 | -1.44 | |
| 0.0063 | 0.81 | |
| 0.0251 | 1.77 | |
| 0.9727 | 63.94 |
Estimation Period:
Jan 7, 1991 to Jun 5, 2026
Jan 7, 1991 to Jun 5, 2026
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