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

V-Lab

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

Volatility Prediction for Friday, May 9th, 2025:22.98% (-0.34%)

Analysis last updated: Thursday, May 8, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7744	5.73
$α$	0.0421	3.69
$β$	0.9239	50.25
$γ_{1}$	-0.0680	-0.89
$γ_{2}$	0.1276	1.07
$γ_{3}$	-0.1053	-1.41
$γ_{4}$	0.1320	2.16
$γ_{5}$	-0.1275	-2.62
$γ_{6}$	-0.0678	-1.72
$γ_{7}$	0.2357	6.41
$γ_{8}$	-0.1812	-4.63
$γ_{9}$	0.0811	2.13
$γ_{10}$	-0.0391	-1.56

Estimation Period:
Jan 7, 1991 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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