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 Friday, April 3rd, 2026
1 Day
40.35%
increased by 4.38%
1 Week
44.20%
increased by 8.23%
1 Month
64.45%
increased by 28.48%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7449 | 7,449,040.00 | |
| 0.0051 | 50,970.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1602 | 38.93 | |
| 0.1857 | 50.31 | |
| 0.0054 | 0.26 |
Estimation Period:
Jan 7, 1991 to Mar 27, 2026
Jan 7, 1991 to Mar 27, 2026
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