S&P GSCI Brent Crude Oil Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:26.04% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 20.70 | |
| 0.0785 | 26.95 | |
| 0.9070 | 299.33 |
Estimation Period:
Jan 8, 1999 to Oct 17, 2025
Jan 8, 1999 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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