S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
6.26%
decreased by 9.74%
1 Week
7.48%
decreased by 8.52%
1 Month
13.01%
decreased by 2.99%
Analysis last updated: Friday, March 27, 2026 at 11:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7449 | 7,449,040.00 | |
| 0.0051 | 50,970.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1602 | 38.93 | |
| 0.1857 | 50.31 | |
| 0.0054 | 0.26 |
Estimation Period:
Jan 7, 1991 to Mar 27, 2026
Jan 7, 1991 to Mar 27, 2026
News Impact Curve
Volatility Forecasts
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