LME/COMEX Aluminum GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
30.75%
decreased by 0.26%
1 Week
30.49%
decreased by 0.52%
1 Month
29.51%
decreased by 1.50%
Analysis last updated: Saturday, June 27, 2026 at 04:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 2.99 | |
| 0.0511 | 4.76 | |
| 0.9551 | 235.55 | |
| -0.0410 | -3.37 |
Estimation Period:
May 6, 2014 to Jun 26, 2026
May 6, 2014 to Jun 26, 2026
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