LME/COMEX Aluminum MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.27%
decreased by 0.66%
1 Week
29.77%
decreased by 0.16%
1 Month
30.26%
increased by 0.33%
Analysis last updated: Saturday, June 6, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0659 | 1.49 | |
| 0.8262 | 13.90 | |
| -0.0659 | -1.48 | |
| 0.2283 | 0.06 | |
| 0.9163 | 0.78 | |
| 0.0000 | 0.00 |
Estimation Period:
May 6, 2014 to Jun 5, 2026
May 6, 2014 to Jun 5, 2026
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