V-Lab
S&P GSCI Zinc Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:21.09% (-0.31%)
Analysis last updated: Wednesday, January 15, 2025 at 12:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 10.64 | |
| 0.0384 | 13.67 | |
| 0.9675 | 631.94 | |
| -0.0169 | -4.99 |
Estimation Period:
Jan 7, 1991 to Jan 10, 2025
Jan 7, 1991 to Jan 10, 2025
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