S&P GSCI WTI Crude Oil Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 14.17 | |
| 0.0180 | 7.68 | |
| 0.9310 | 459.74 | |
| 0.0790 | 16.25 |
Estimation Period:
Jan 15, 2002 to Nov 19, 2021
Jan 15, 2002 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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