S&P GSCI Zinc Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
20.53%
decreased by 0.20%
1 Week
20.57%
decreased by 0.16%
1 Month
20.72%
decreased by 0.01%
Analysis last updated: Friday, April 24, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 10.60 | |
| 0.0377 | 13.62 | |
| 0.9680 | 650.54 | |
| -0.0166 | -4.95 |
Estimation Period:
Jan 7, 1991 to Apr 24, 2026
Jan 7, 1991 to Apr 24, 2026
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