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V-Lab
V-Lab
S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:29.82% (-0.17%)
Analysis last updated: Sunday, November 16, 2025 at 01:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI All Crude Spot Index MF2-GARCH
paramt-stat
m126
α0.045316.75
β0.9010309.62
γ0.054716.45
λ10.021310.04
λ20.034110.84
λ30.9612264.08
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts