S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:10.65% (+7.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7464 | 7,464,290.00 | |
| 0.0036 | 35,710.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1696 | 28.73 | |
| 0.1754 | 28.12 | |
| 0.0037 | 0.10 |
Estimation Period:
Jan 7, 1991 to Dec 19, 2025
Jan 7, 1991 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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