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, July 4th, 2025:21.21% (-0.30%)

Analysis last updated: Friday, July 4, 2025 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9010	4.90
$α$	0.0374	3.87
$β$	0.9416	66.90
$γ_{1}$	0.0033	0.12
$γ_{2}$	-0.0017	-0.03
$γ_{3}$	0.0484	1.38
$γ_{4}$	-0.1412	-5.94
$γ_{5}$	0.1483	8.16
$γ_{6}$	-0.0707	-4.22
$γ_{7}$	0.0141	1.07

Estimation Period:
Jan 7, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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S&P GSCI Crude Oil Index