S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:2.95% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7415 | 7,415,140.00 | |
| 0.0085 | 84,860.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1388 | 29.65 | |
| 0.1885 | 31.33 | |
| 0.0085 | 0.26 |
Estimation Period:
Jan 7, 1991 to Dec 26, 2025
Jan 7, 1991 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Aluminum Spot Index Analyses
Other MF2-GARCH Analyses on Commodities