S&P GSCI Zinc Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
22.37%
decreased by 1.10%
1 Week
22.35%
decreased by 1.12%
1 Month
22.50%
decreased by 0.97%
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 | |
|---|---|---|
| 21 | ||
| 0.0839 | 10.16 | |
| 0.6508 | 24.29 | |
| -0.0115 | -1.53 | |
| 0.0064 | 0.81 | |
| 0.0252 | 1.76 | |
| 0.9726 | 63.53 |
Estimation Period:
Jan 7, 1991 to Mar 27, 2026
Jan 7, 1991 to Mar 27, 2026
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