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 Wednesday, January 15th, 2025:22.87% (-0.29%)

Analysis last updated: Wednesday, January 15, 2025 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7645	5.84
$α$	0.0433	3.66
$β$	0.9192	46.89
$γ_{1}$	-0.0719	-0.94
$γ_{2}$	0.1358	1.14
$γ_{3}$	-0.1154	-1.54
$γ_{4}$	0.1399	2.31
$γ_{5}$	-0.1217	-2.54
$γ_{6}$	-0.0863	-2.20
$γ_{7}$	0.2490	6.68
$γ_{8}$	-0.1836	-4.51
$γ_{9}$	0.0851	2.18
$γ_{10}$	-0.0472	-1.84

Estimation Period:
Jan 7, 1991 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts