S&P GSCI All Crude Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:32.69% (+6.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 22.83 | |
| 0.0573 | 15.18 | |
| 0.9152 | 441.06 | |
| 0.0370 | 6.09 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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