S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
23.14%
decreased by 0.36%
1 Week
23.18%
decreased by 0.32%
1 Month
23.28%
decreased by 0.22%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9135 | 4.89 | |
| 0.0365 | 3.88 | |
| 0.9436 | 70.05 | |
| 0.0034 | 0.13 | |
| 0.0015 | 0.03 | |
| 0.0386 | 1.14 | |
| -0.1315 | -5.58 | |
| 0.1499 | 8.26 | |
| -0.0828 | -5.38 | |
| 0.0252 | 2.21 |
Estimation Period:
Jan 7, 1991 to Mar 27, 2026
Jan 7, 1991 to Mar 27, 2026
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