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S&P GSCI Crude Oil Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.52% (-1.38%)
Analysis last updated: Tuesday, February 24, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index S0GARCH
paramt-stat
ω0.76653.88
α0.08228.42
β0.900292.99
γ10.00770.85
γ2-0.0216-1.79
γ30.02624.00
γ4-0.0173-3.76
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts