V-Lab
S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 21st, 2024:3.43% (-16.91%)
Analysis last updated: Thursday, November 21, 2024 at 12:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7449 | 7449040.00 | |
| 0.0051 | 50970.00 | |
| 0.5000 | 5000000.00 | |
| 1.1977 | 49.33 | |
| 0.1552 | 60.02 | |
| 0.0053 | 0.31 |
Estimation Period:
Jan 7, 1991 to Nov 15, 2024
Jan 7, 1991 to Nov 15, 2024
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