V-Lab
V-Lab

S&P GSCI Zinc Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:31.31% (-1.42%)

Analysis last updated: Thursday, May 2, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Zinc Index APMEM
paramt-stat
ω0.072018.11
α0.162939.32
β0.8063155.78
γ0.01131.28
δ1.302921.36
Estimation Period:
Aug 10, 2010 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts