V-Lab
S&P GSCI Zinc Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:21.37% (-0.43%)
Analysis last updated: Wednesday, January 15, 2025 at 12:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0844 | 10.23 | |
| 0.6567 | 24.85 | |
| -0.0121 | -1.60 | |
| 0.0063 | 0.83 | |
| 0.0251 | 1.80 | |
| 0.9727 | 65.12 |
Estimation Period:
Jan 7, 1991 to Jan 10, 2025
Jan 7, 1991 to Jan 10, 2025
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