S&P GSCI Aluminum Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.31% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 16.75 | |
| 0.0512 | 29.53 | |
| 0.9350 | 422.33 |
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 GARCH Analyses on Commodities