S&P GSCI All Crude Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:25.93% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 22.79 | |
| 0.0568 | 15.17 | |
| 0.9158 | 444.57 | |
| 0.0366 | 6.06 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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