S&P GSCI All Crude Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:27.07% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 22.80 | |
| 0.0567 | 15.13 | |
| 0.9159 | 444.59 | |
| 0.0368 | 6.10 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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