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V-Lab

S&P GSCI Crude Oil Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.12% (-3.17%)
Analysis last updated: Sunday, February 22, 2026 at 01:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index APMEM
paramt-stat
ω0.054316.70
α0.198941.48
β0.7948167.16
γ0.138815.14
δ1.235521.15
Estimation Period:
Aug 10, 2010 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts