S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
24.45%
increased by 1.48%
1 Week
24.35%
increased by 1.38%
1 Month
23.98%
increased by 1.01%
Analysis last updated: Friday, May 15, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 16.82 | |
| 0.0527 | 17.59 | |
| 0.9340 | 416.98 | |
| -0.0012 | -0.29 |
Estimation Period:
Jan 7, 1991 to May 15, 2026
Jan 7, 1991 to May 15, 2026
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