V-Lab: S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis

V-Lab

S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:1.91% (-30.06%)

Analysis last updated: Saturday, August 2, 2025 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7396	7,396,090.00
$β$	0.0104	103,910.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.1082	32.68
$λ_{2}$	0.2137	39.18
$λ_{3}$	0.0113	0.43

Estimation Period:
Jan 7, 1991 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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