S&P GSCI Crude Oil Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:30.75% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 20.55 | |
| 0.0843 | 32.86 | |
| 0.9157 | 398.29 | |
| 0.1791 | 9.63 | |
| 1.5268 | 36.62 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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