S&P GSCI All Crude Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:27.73% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 22.79 | |
| 0.0569 | 15.14 | |
| 0.9156 | 443.39 | |
| 0.0370 | 6.12 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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