S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.06%
increased by 0.30%
1 Week
20.20%
increased by 0.44%
1 Month
20.68%
increased by 0.92%
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 | |
|---|---|---|
| 0.9128 | 4.84 | |
| 0.0364 | 3.91 | |
| 0.9443 | 71.42 | |
| 0.0016 | 0.06 | |
| 0.0051 | 0.11 | |
| 0.0344 | 1.01 | |
| -0.1279 | -5.39 | |
| 0.1495 | 8.12 | |
| -0.0858 | -5.59 | |
| 0.0286 | 2.55 |
Estimation Period:
Jan 7, 1991 to Jun 5, 2026
Jan 7, 1991 to Jun 5, 2026
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