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, June 8th, 2026
1 Day
24.58%
increased by 4.35%
1 Week
26.72%
increased by 6.49%
1 Month
37.59%
increased by 17.36%
Analysis last updated: Friday, June 5, 2026 at 11:21 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 | |
| 1.1669 | 30.42 | |
| 0.1806 | 33.20 | |
| 0.0054 | 0.18 |
Estimation Period:
Jan 7, 1991 to Jun 5, 2026
Jan 7, 1991 to Jun 5, 2026
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