S&P GSCI Petroleum Spot Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.85% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 24.46 | |
| 0.0888 | 44.48 | |
| 0.8947 | 495.95 | |
| 0.4098 | 15.03 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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