S&P GSCI Aluminum Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.28%
increased by 1.10%
1 Week
22.29%
increased by 1.11%
1 Month
22.31%
increased by 1.13%
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 | |
|---|---|---|
| 0.0106 | 15.17 | |
| 0.1171 | 28.54 | |
| 0.9847 | 993.68 | |
| 0.0036 | 1.03 |
Estimation Period:
Jan 7, 1991 to Jun 5, 2026
Jan 7, 1991 to Jun 5, 2026
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