S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:15.89% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 16.67 | |
| 0.0509 | 17.19 | |
| 0.9354 | 418.71 | |
| 0.0001 | 0.01 |
Estimation Period:
Jan 7, 1991 to Dec 5, 2025
Jan 7, 1991 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Aluminum Spot Index Analyses
Other GJR-GARCH Analyses on Commodities