NY Mercantile WTI Crude Oil EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
56.67%
increased by 1.85%
1 Week
56.03%
increased by 1.21%
1 Month
53.84%
decreased by 0.98%
Analysis last updated: Saturday, June 13, 2026 at 04:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 15.91 | |
| 0.1833 | 26.47 | |
| 0.9812 | 987.08 | |
| -0.0516 | -9.25 |
Estimation Period:
Aug 23, 2000 to Jun 12, 2026
Aug 23, 2000 to Jun 12, 2026
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