S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:14.24% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 16.63 | |
| 0.0508 | 17.21 | |
| 0.9355 | 419.71 | |
| 0.0003 | 0.06 |
Estimation Period:
Jan 7, 1991 to Jan 2, 2026
Jan 7, 1991 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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