S&P GSCI All Crude Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:28.07% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 16.23 | |
| 0.1519 | 30.80 | |
| 0.9861 | 1,363.88 | |
| -0.0378 | -8.65 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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