S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:27.01% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0453 | 16.82 | |
| 0.9012 | 310.22 | |
| 0.0543 | 16.37 | |
| 0.0209 | 10.05 | |
| 0.0336 | 10.79 | |
| 0.9617 | 266.93 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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