Skip to main content
V-Lab

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, April 20th, 2026

1 Day

20.21%

increased by 9.24%

1 Week

21.20%

increased by 10.23%

1 Month

29.34%

increased by 18.37%

Analysis last updated: Friday, April 17, 2026 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time