S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 25th, 2025:24.44% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0454 | 16.85 | |
| 0.9012 | 310.44 | |
| 0.0542 | 16.33 | |
| 0.0210 | 10.08 | |
| 0.0338 | 10.84 | |
| 0.9616 | 266.73 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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