S&P GSCI Aluminum Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.04% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 14.89 | |
| 0.1150 | 28.03 | |
| 0.9852 | 1,003.30 | |
| 0.0029 | 0.81 |
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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