S&P GSCI Aluminum Spot Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:14.70% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 16.62 | |
| 0.0511 | 29.37 | |
| 0.9352 | 421.85 |
Estimation Period:
Jan 7, 1991 to Nov 7, 2025
Jan 7, 1991 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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