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, September 17th, 2025:2.17% (-4.39%)

Analysis last updated: Tuesday, September 16, 2025 at 11:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7403	7,402,550.00
$β$	0.0097	97,450.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.1220	29.66
$λ_{2}$	0.2047	32.60
$λ_{3}$	0.0091	0.29

Estimation Period:
Jan 7, 1991 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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