S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:27.73% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 16.78 | |
| 0.0528 | 17.59 | |
| 0.9339 | 414.50 | |
| -0.0010 | -0.24 |
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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