V-Lab: S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:27.36% (+2.04%)

Analysis last updated: Monday, April 29, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7482	5.51
$α$	0.0426	3.68
$β$	0.9227	49.38
$γ_{1}$	-0.0909	-1.06
$γ_{2}$	0.1695	1.28
$γ_{3}$	-0.1443	-1.74
$γ_{4}$	0.1594	2.43
$γ_{5}$	-0.1122	-2.17
$γ_{6}$	-0.1164	-2.64
$γ_{7}$	0.2551	5.81
$γ_{8}$	-0.1557	-3.17
$γ_{9}$	0.0580	1.28
$γ_{10}$	-0.0373	-1.26

Estimation Period:
Jan 7, 1991 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts