S&P GSCI Zinc Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:21.63% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 10.62 | |
| 0.0379 | 13.61 | |
| 0.9678 | 643.92 | |
| -0.0167 | -4.93 |
Estimation Period:
Jan 7, 1991 to Dec 12, 2025
Jan 7, 1991 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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