S&P GSCI Zinc Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.49% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 10.58 | |
| 0.0378 | 13.63 | |
| 0.9680 | 650.53 | |
| -0.0167 | -4.96 |
Estimation Period:
Jan 7, 1991 to Mar 13, 2026
Jan 7, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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