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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1820 | 35.54 | |
| 0.1764 | 38.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 7, 1991 to Apr 17, 2026
Jan 7, 1991 to Apr 17, 2026
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