S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.50% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9144 | 4.91 | |
| 0.0367 | 3.89 | |
| 0.9433 | 69.66 | |
| 0.0043 | 0.16 | |
| -0.0009 | -0.02 | |
| 0.0421 | 1.23 | |
| -0.1348 | -5.69 | |
| 0.1502 | 8.27 | |
| -0.0806 | -5.15 | |
| 0.0231 | 1.97 |
Estimation Period:
Jan 7, 1991 to Jan 23, 2026
Jan 7, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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