S&P GSCI Brent Crude Oil Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:27.89% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 20.70 | |
| 0.0782 | 26.94 | |
| 0.9072 | 300.09 |
Estimation Period:
Jan 8, 1999 to Nov 7, 2025
Jan 8, 1999 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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