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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7475 | 7,474,980.00 | |
| 0.0025 | 25,020.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2036 | 31.27 | |
| 0.1616 | 31.17 | |
| 0.0026 | 0.08 |
Estimation Period:
Jan 7, 1991 to May 15, 2026
Jan 7, 1991 to May 15, 2026
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