S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
24.38%
decreased by 0.58%
1 Week
24.28%
decreased by 0.68%
1 Month
23.91%
decreased by 1.05%
Analysis last updated: Friday, April 24, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 16.78 | |
| 0.0528 | 17.60 | |
| 0.9339 | 415.25 | |
| -0.0011 | -0.28 |
Estimation Period:
Jan 7, 1991 to Apr 24, 2026
Jan 7, 1991 to Apr 24, 2026
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