S&P GSCI Petroleum Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.26% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 25.13 | |
| 0.0738 | 32.11 | |
| 0.9157 | 416.60 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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