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V-Lab
V-Lab
S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.92% (-0.06%)
Analysis last updated: Saturday, November 1, 2025 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Aluminum Spot Index MF2-GARCH
paramt-stat
m126
α0.047526.76
β0.9172320.35
γ-0.0118-5.24
λ10.19277.71
λ20.872412.72
λ30.00000.00
Estimation Period:
Jan 7, 1991 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts