S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.43% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 16.65 | |
| 0.0515 | 17.26 | |
| 0.9348 | 415.66 | |
| -0.0003 | -0.06 |
Estimation Period:
Jan 7, 1991 to Oct 10, 2025
Jan 7, 1991 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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