S&P GSCI Aluminum Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.95% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 15.54 | |
| 0.0530 | 29.14 | |
| 0.9321 | 397.97 | |
| -0.0530 | -1.56 |
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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