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S&P GSCI Aluminum Spot Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 18th, 2026

1 Day

9.42%

increased by 4.32%

1 Week

10.04%

increased by 4.94%

1 Month

12.43%

increased by 7.33%

Analysis last updated: Friday, May 15, 2026 at 11:06 PM UTC

Date Range:

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graph of S&P GSCI Aluminum Spot Index MF2-GARCH

News Impact Curve

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Volatility Forecast

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