S&P GSCI ALUMINUM SPOT INDEX AGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 21.24% (-0.53)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (USD): $116.81 Return: -0.18% 1 Week Pred: 21.22%
Avg Week Vol: 21.75% Avg Month Vol: 23.23% 1 Month Pred: 21.19%
Min Vol: 11.35% Max Vol: 48.61% 6 Months Pred: 21.01%
Avg Vol: 20.17% Vol of Vol: 16.25% 1 Year Pred: 20.91%

Documentation