S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:18.14% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1701 | 30.86 | |
| 0.1813 | 25.10 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 1991 to Oct 10, 2025
Jan 7, 1991 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Aluminum Spot Index Analyses
Other MF2-GARCH Analyses on Commodities