S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.71% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 16.73 | |
| 0.0513 | 17.28 | |
| 0.9350 | 417.79 | |
| -0.0002 | -0.04 |
Estimation Period:
Jan 7, 1991 to Feb 13, 2026
Jan 7, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Aluminum Spot Index Analyses
Other GJR-GARCH Analyses on Commodities