V-Lab
S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:13.96% (-2.05%)
Analysis last updated: Sunday, December 22, 2024 at 01:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7449 | 7449040.00 | |
| 0.0051 | 50970.00 | |
| 0.5000 | 5000000.00 | |
| 1.1513 | 29.06 | |
| 0.1878 | 32.01 | |
| 0.0054 | 0.17 |
Estimation Period:
Jan 7, 1991 to Dec 20, 2024
Jan 7, 1991 to Dec 20, 2024
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