V-Lab
S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:27.26% (+1.45%)
Analysis last updated: Wednesday, January 22, 2025 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 1.1767 | 26.61 | |
| 0.1790 | 24.65 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 1991 to Jan 17, 2025
Jan 7, 1991 to Jan 17, 2025
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