S&P GSCI Aluminum Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.78% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 15.00 | |
| 0.1155 | 28.20 | |
| 0.9851 | 998.06 | |
| 0.0031 | 0.89 |
Estimation Period:
Jan 7, 1991 to Feb 20, 2026
Jan 7, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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