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S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:22.91% (-0.38%)
Analysis last updated: Friday, December 19, 2025 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Zinc Index S0GARCH
paramt-stat
ω0.91344.93
α0.03683.87
β0.943168.97
γ10.00370.14
γ2-0.0001-0.00
γ30.04271.24
γ4-0.1360-5.74
γ50.15038.29
γ6-0.0793-5.03
γ70.02201.84
Estimation Period:
Jan 7, 1991 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts