S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:22.91% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9134 | 4.93 | |
| 0.0368 | 3.87 | |
| 0.9431 | 68.97 | |
| 0.0037 | 0.14 | |
| -0.0001 | -0.00 | |
| 0.0427 | 1.24 | |
| -0.1360 | -5.74 | |
| 0.1503 | 8.29 | |
| -0.0793 | -5.03 | |
| 0.0220 | 1.84 |
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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