S&P GSCI Zinc Index Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.41%
increased by 0.33%
1 Week
18.46%
increased by 0.38%
1 Month
18.61%
increased by 0.53%
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 | |
|---|---|---|
| 0.9090 | 4.89 | |
| 0.0365 | 3.83 | |
| 0.9429 | 68.23 | |
| 0.0032 | 0.13 | |
| 0.0020 | 0.05 | |
| 0.0369 | 1.13 | |
| -0.1284 | -5.60 | |
| 0.1452 | 7.97 | |
| -0.0696 | -3.69 | |
| -0.0170 | -0.55 |
Estimation Period:
Jan 7, 1991 to Jun 5, 2026
Jan 7, 1991 to Jun 5, 2026
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