S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.85% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9112 | 4.88 | |
| 0.0366 | 3.88 | |
| 0.9435 | 69.83 | |
| 0.0032 | 0.12 | |
| 0.0014 | 0.03 | |
| 0.0394 | 1.16 | |
| -0.1325 | -5.63 | |
| 0.1502 | 8.29 | |
| -0.0826 | -5.35 | |
| 0.0251 | 2.18 |
Estimation Period:
Jan 7, 1991 to Mar 13, 2026
Jan 7, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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