S&P GSCI Zinc Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
22.66%
decreased by 0.29%
1 Week
22.69%
decreased by 0.26%
1 Month
22.79%
decreased by 0.16%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 10.58 | |
| 0.0378 | 13.64 | |
| 0.9680 | 651.42 | |
| -0.0167 | -4.97 |
Estimation Period:
Jan 7, 1991 to Mar 27, 2026
Jan 7, 1991 to Mar 27, 2026
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