S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:15.92% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0473 | 26.65 | |
| 0.9171 | 319.32 | |
| -0.0115 | -5.07 | |
| 0.1910 | 7.74 | |
| 0.8729 | 12.87 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 1991 to Jan 2, 2026
Jan 7, 1991 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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