V-Lab
S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:6.80% (-8.14%)
Analysis last updated: Tuesday, November 5, 2024 at 12:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7453 | 7453220.00 | |
| 0.0047 | 46780.00 | |
| 0.5000 | 5000000.00 | |
| 1.1649 | 447.52 | |
| 0.1669 | 1668710.00 | |
| 0.0148 | 107.75 |
Estimation Period:
Jan 7, 1991 to Nov 1, 2024
Jan 7, 1991 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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