S&P GSCI All Crude Spot Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.80% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 20.78 | |
| 0.0912 | 46.04 | |
| 0.8950 | 507.06 | |
| 0.4699 | 16.66 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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