S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:16.31% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 16.63 | |
| 0.0507 | 17.17 | |
| 0.9357 | 419.76 | |
| 0.0001 | 0.03 |
Estimation Period:
Jan 7, 1991 to Jan 23, 2026
Jan 7, 1991 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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