S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:2.19% (-11.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7449 | 7,449,040.00 | |
| 0.0051 | 50,970.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1653 | 27.36 | |
| 0.1775 | 26.34 | |
| 0.0054 | 0.14 |
Estimation Period:
Jan 7, 1991 to Dec 12, 2025
Jan 7, 1991 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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