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V-Lab
V-Lab
S&P GSCI All Crude Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:25.00% (-0.46%)
Analysis last updated: Friday, December 5, 2025 at 01:29 AM 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
α0.045316.77
β0.9011309.99
γ0.054516.39
λ10.021210.05
λ20.034010.84
λ30.9613264.90
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts