S&P GSCI Zinc Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:20.39% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0824 | 10.01 | |
| 0.6574 | 24.63 | |
| -0.0102 | -1.35 | |
| 0.0063 | 0.82 | |
| 0.0251 | 1.78 | |
| 0.9727 | 64.24 |
Estimation Period:
Jan 7, 1991 to Dec 12, 2025
Jan 7, 1991 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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