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S&P GSCI Crude Oil Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:30.75% (-1.33%)
Analysis last updated: Thursday, February 26, 2026 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index APARCH
paramt-stat
ω0.044920.55
α0.084332.86
β0.9157398.29
γ0.17919.63
δ1.526836.62
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts