S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.38% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 16.64 | |
| 0.0512 | 17.22 | |
| 0.9351 | 417.10 | |
| -0.0001 | -0.02 |
Estimation Period:
Jan 7, 1991 to Oct 31, 2025
Jan 7, 1991 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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