S&P GSCI WTI CRUDE OIL INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Thursday, May 23: 19.63% (-0.37)
  • COMPARE menu down arrow
    • S&P GSCI WTI Crude Oil Index»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (USD): $488.53 Return: 0% 1 Week Pred: 19.96%
Avg Week Vol: 20.01% Avg Month Vol: 22.47% 1 Month Pred: 21.11%
Min Vol: 13.81% Max Vol: 86.4% 6 Months Pred: 25.88%
Avg Vol: 32.65% Vol of Vol: 30.33% 1 Year Pred: 28.31%

Documentation