S&P GSCI Zinc Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.08% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 10.61 | |
| 0.0380 | 13.67 | |
| 0.9679 | 646.97 | |
| -0.0168 | -4.99 |
Estimation Period:
Jan 7, 1991 to Jan 23, 2026
Jan 7, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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