S&P GSCI Zinc Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
22.60%
increased by 0.20%
1 Week
22.62%
increased by 0.22%
1 Month
22.66%
increased by 0.26%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4351 | 6.71 | |
| 0.0301 | 51.65 | |
| 0.9974 | 2,221.43 | |
| 6.2173 | 12.69 |
Estimation Period:
Jan 7, 1991 to May 15, 2026
Jan 7, 1991 to May 15, 2026
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