S&P GSCI All Crude Spot Index GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:29.67% (+5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 25.26 | |
| 0.0775 | 34.60 | |
| 0.9137 | 438.66 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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