S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:3.26% (-12.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7464 | 7,464,290.00 | |
| 0.0036 | 35,710.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1325 | 26.84 | |
| 0.2007 | 30.27 | |
| 0.0038 | 0.11 |
Estimation Period:
Jan 7, 1991 to Nov 28, 2025
Jan 7, 1991 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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