V-Lab: S&P GSCI Zinc Index GJR-GARCH Volatility Analysis

V-Lab

S&P GSCI Zinc Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:20.10% (-0.27%)

Analysis last updated: Friday, July 4, 2025 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0076	10.66
$α$	0.0382	13.62
$β$	0.9676	639.11
$γ$	-0.0167	-4.94

Estimation Period:
Jan 7, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts