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 29th, 2026
1 Day
5.27%
decreased by 15.31%
1 Week
6.59%
decreased by 13.99%
1 Month
11.55%
decreased by 9.03%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7464 | 7,464,290.00 | |
| 0.0036 | 35,710.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2344 | 77.21 | |
| 0.1401 | 215.59 | |
| 0.0036 | 0.76 |
Estimation Period:
Jan 7, 1991 to Jun 26, 2026
Jan 7, 1991 to Jun 26, 2026
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