S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:67.57% (+38.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2657 | 89.03 | |
| 0.1291 | 1,985.83 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 1991 to Mar 6, 2026
Jan 7, 1991 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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