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S&P GSCI Zinc Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.85% (-0.37%)
Analysis last updated: Friday, March 13, 2026 at 11:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Zinc Index S0GARCH
paramt-stat
ω0.91124.88
α0.03663.88
β0.943569.83
γ10.00320.12
γ20.00140.03
γ30.03941.16
γ4-0.1325-5.63
γ50.15028.29
γ6-0.0826-5.35
γ70.02512.18
Estimation Period:
Jan 7, 1991 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts