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S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.50% (-0.43%)
Analysis last updated: Friday, February 6, 2026 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Zinc Index S0GARCH
paramt-stat
ω0.91444.91
α0.03673.89
β0.943369.66
γ10.00430.16
γ2-0.0009-0.02
γ30.04211.23
γ4-0.1348-5.69
γ50.15028.27
γ6-0.0806-5.15
γ70.02311.97
Estimation Period:
Jan 7, 1991 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts