S&P GSCI Aluminum Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:26.35% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 15.55 | |
| 0.0544 | 29.41 | |
| 0.9305 | 392.62 | |
| -0.0619 | -1.85 |
Estimation Period:
Jan 7, 1991 to Mar 6, 2026
Jan 7, 1991 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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