LME/COMEX Aluminum MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
27.65%
increased by 0.08%
1 Week
28.45%
increased by 0.88%
1 Month
30.60%
increased by 3.03%
Analysis last updated: Tuesday, June 16, 2026 at 06:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0664 | 1.49 | |
| 0.8247 | 13.80 | |
| -0.0664 | -1.47 | |
| 0.2288 | 0.06 | |
| 0.9156 | 0.78 | |
| 0.0000 | 0.00 |
Estimation Period:
May 6, 2014 to Jun 12, 2026
May 6, 2014 to Jun 12, 2026
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