S&P GSCI Aluminum Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:28.67% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 16.89 | |
| 0.0523 | 29.79 | |
| 0.9339 | 419.37 |
Estimation Period:
Jan 7, 1991 to Mar 13, 2026
Jan 7, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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