S&P GSCI Aluminum Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.07%
increased by 1.15%
1 Week
21.06%
increased by 1.14%
1 Month
20.99%
increased by 1.07%
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 | |
|---|---|---|
| 0.0230 | 17.06 | |
| 0.0522 | 29.92 | |
| 0.9339 | 421.61 |
Estimation Period:
Jan 7, 1991 to Jun 5, 2026
Jan 7, 1991 to Jun 5, 2026
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