S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:33.83% (+6.64%)
Parameter Estimates
param | t-stat | |
---|---|---|
126 | ||
0.0458 | 16.86 | |
0.9003 | 308.22 | |
0.0549 | 16.42 | |
0.0213 | 10.09 | |
0.0341 | 10.91 | |
0.9613 | 265.91 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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