S&P GSCI Aluminum Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.36%
increased by 0.52%
1 Week
20.36%
increased by 0.52%
1 Month
20.35%
increased by 0.51%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 15.70 | |
| 0.0542 | 29.59 | |
| 0.9306 | 395.98 | |
| -0.0620 | -1.86 |
Estimation Period:
Jan 7, 1991 to Jun 5, 2026
Jan 7, 1991 to Jun 5, 2026
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