S&P GSCI All Crude Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.12% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 16.38 | |
| 0.1518 | 31.05 | |
| 0.9861 | 1,373.43 | |
| -0.0374 | -8.58 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI All Crude Spot Index Analyses
Other EGARCH Analyses on Commodities