LME/COMEX Aluminum GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
30.00%
decreased by 0.54%
1 Week
29.75%
decreased by 0.79%
1 Month
28.80%
decreased by 1.74%
Analysis last updated: Saturday, June 6, 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 | |
|---|---|---|
| 0.0209 | 3.01 | |
| 0.0506 | 4.80 | |
| 0.9555 | 238.39 | |
| -0.0410 | -3.43 |
Estimation Period:
May 6, 2014 to Jun 5, 2026
May 6, 2014 to Jun 5, 2026
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