S&P GSCI Aluminum Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:16.70% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 16.61 | |
| 0.0507 | 29.33 | |
| 0.9356 | 423.95 |
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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