S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:32.23% (+24.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7427 | 7,427,240.00 | |
| 0.0073 | 72,760.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1330 | 11,330,110.00 | |
| 0.1956 | 1,956,250.00 | |
| 0.0078 | 77,690.00 |
Estimation Period:
Jan 7, 1991 to Nov 21, 2025
Jan 7, 1991 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Aluminum Spot Index Analyses
Other MF2-GARCH Analyses on Commodities