S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:36.01% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0456 | 16.92 | |
| 0.9011 | 309.88 | |
| 0.0539 | 16.26 | |
| 0.0208 | 10.06 | |
| 0.0333 | 10.76 | |
| 0.9621 | 268.60 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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