V-Lab: S&P GSCI Zinc Index MF2-GARCH Volatility Analysis

V-Lab

S&P GSCI Zinc Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:19.88% (-1.03%)

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
$m$	21
$α$	0.0838	10.17
$β$	0.6543	24.63
$γ$	-0.0103	-1.36
$λ_{1}$	0.0064	0.83
$λ_{2}$	0.0253	1.80
$λ_{3}$	0.9725	64.48

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

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