V-Lab: S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis

V-Lab

S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:2.24% (-2.68%)

Analysis last updated: Tuesday, July 29, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.7449	7,449,040.00
$β$	0.0051	50,970.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.1397	25.64
$λ_{2}$	0.2000	25.98
$λ_{3}$	0.0054	0.14

Estimation Period:
Jan 7, 1991 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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