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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 4th, 2026

1 Day

4.32%

decreased by 2.12%

1 Week

4.74%

decreased by 1.70%

1 Month

5.96%

decreased by 0.48%

Analysis last updated: Saturday, May 2, 2026 at 03:35 AM UTC

Date Range:

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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