S&P GSCI Aluminum Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.79% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 16.77 | |
| 0.0514 | 29.52 | |
| 0.9348 | 420.68 |
Estimation Period:
Jan 7, 1991 to Feb 6, 2026
Jan 7, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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