S&P GSCI Zinc Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
21.20%
increased by 0.05%
1 Week
21.20%
increased by 0.05%
1 Month
21.28%
increased by 0.13%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0836 | 10.12 | |
| 0.6511 | 24.34 | |
| -0.0110 | -1.46 | |
| 0.0063 | 0.81 | |
| 0.0251 | 1.76 | |
| 0.9727 | 63.83 |
Estimation Period:
Jan 7, 1991 to May 15, 2026
Jan 7, 1991 to May 15, 2026
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