S&P GSCI Zinc Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.23% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0835 | 10.14 | |
| 0.6552 | 24.56 | |
| -0.0119 | -1.58 | |
| 0.0064 | 0.82 | |
| 0.0252 | 1.77 | |
| 0.9726 | 63.65 |
Estimation Period:
Jan 7, 1991 to Feb 6, 2026
Jan 7, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Zinc Index Analyses
Other MF2-GARCH Analyses on Commodities