V-Lab
S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:0.00% (-9.48%)
Analysis last updated: Tuesday, April 30, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.8203 | 8202780.00 | |
| 0.0047 | 47190.00 | |
| 0.4183 | 4182620.00 |
Estimation Period:
Jan 7, 1991 to Apr 26, 2024
Jan 7, 1991 to Apr 26, 2024
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Volatility Forecasts
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