S&P GSCI All Crude Spot Index GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:24.35% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 25.27 | |
| 0.0772 | 34.59 | |
| 0.9140 | 439.84 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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