S&P GSCI Aluminum Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:16.83% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 16.66 | |
| 0.0510 | 29.39 | |
| 0.9352 | 422.04 |
Estimation Period:
Jan 7, 1991 to Nov 28, 2025
Jan 7, 1991 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Aluminum Spot Index Analyses
Other GARCH Analyses on Commodities