V-Lab
V-Lab

S&P GSCI Zinc Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:25.43% (-0.64%)

Analysis last updated: Tuesday, May 7, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Zinc Index AMEM
paramt-stat
ω0.097720.99
α0.156522.24
β0.7994157.57
γ0.00800.74
Estimation Period:
Aug 10, 2010 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts