S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:42.69% (+19.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7427 | 7,427,240.00 | |
| 0.0073 | 72,760.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1438 | 28.68 | |
| 0.1944 | 32.06 | |
| 0.0078 | 0.24 |
Estimation Period:
Jan 7, 1991 to Mar 13, 2026
Jan 7, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Aluminum Spot Index Analyses
Other MF2-GARCH Analyses on Commodities