S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:1.34% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1711 | 38.69 | |
| 0.1790 | 51.42 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 1991 to Dec 5, 2025
Jan 7, 1991 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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