S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
20.71%
decreased by 0.28%
1 Week
20.69%
decreased by 0.30%
1 Month
20.62%
decreased by 0.37%
Analysis last updated: Tuesday, June 2, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5562 | 6.62 | |
| 0.0459 | 25.99 | |
| 0.9897 | 547.68 | |
| 7.4673 | 3.89 |
Estimation Period:
Jan 7, 1991 to May 29, 2026
Jan 7, 1991 to May 29, 2026
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