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S&P GSCI Crude Oil Index MEM Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:30.47% (-1.31%)
Analysis last updated: Wednesday, February 25, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index MEM
paramt-stat
ω0.07297.09
α0.205039.22
β0.7882199.70
Estimation Period:
Aug 10, 2010 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts