S&P GSCI Crude Oil Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.52% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7665 | 3.88 | |
| 0.0822 | 8.42 | |
| 0.9002 | 92.99 | |
| 0.0077 | 0.85 | |
| -0.0216 | -1.79 | |
| 0.0262 | 4.00 | |
| -0.0173 | -3.76 |
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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