S&P GSCI All Crude Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.95% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0529 | 25.34 | |
| 0.0774 | 34.77 | |
| 0.9138 | 441.26 |
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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