NY Mercantile WTI Crude Oil GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
51.51%
decreased by 2.75%
1 Week
51.23%
decreased by 3.03%
1 Month
50.22%
decreased by 4.04%
Analysis last updated: Tuesday, June 9, 2026 at 05:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1139 | 24.15 | |
| 0.0980 | 28.77 | |
| 0.8857 | 274.80 |
Estimation Period:
Aug 23, 2000 to Jun 5, 2026
Aug 23, 2000 to Jun 5, 2026
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