LME/COMEX Aluminum EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.85%
decreased by 0.86%
1 Week
24.11%
decreased by 1.60%
1 Month
22.41%
decreased by 3.30%
Analysis last updated: Saturday, June 6, 2026 at 04:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 3.72 | |
| 0.1333 | 16.65 | |
| 0.9195 | 45.52 | |
| 0.0263 | 3.03 |
Estimation Period:
May 6, 2014 to Jun 5, 2026
May 6, 2014 to Jun 5, 2026
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