S&P GSCI All Crude Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.10% (+1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 22.94 | |
| 0.0572 | 15.26 | |
| 0.9157 | 446.04 | |
| 0.0362 | 6.00 |
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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