S&P GSCI All Crude Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:33.94% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 25.34 | |
| 0.0773 | 34.66 | |
| 0.9139 | 440.67 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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