S&P GSCI Aluminum Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
27.80%
decreased by 0.93%
1 Week
27.66%
decreased by 1.07%
1 Month
27.16%
decreased by 1.57%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5760 | 6.44 | |
| 0.0457 | 26.23 | |
| 0.9901 | 556.21 | |
| 7.4421 | 3.94 |
Estimation Period:
Jan 7, 1991 to Jun 26, 2026
Jan 7, 1991 to Jun 26, 2026
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