V-Lab
S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 18th, 2025:11.46% (+6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7396 | 7,396,090.00 | |
| 0.0104 | 103,910.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1076 | 26.23 | |
| 0.2160 | 28.92 | |
| 0.0113 | 0.32 |
Estimation Period:
Jan 7, 1991 to Apr 11, 2025
Jan 7, 1991 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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