S&P GSCI Aluminum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.84% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 16.76 | |
| 0.0515 | 17.32 | |
| 0.9347 | 416.37 | |
| -0.0001 | -0.03 |
Estimation Period:
Jan 7, 1991 to Feb 6, 2026
Jan 7, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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