S&P GSCI Brent Crude Oil Index GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
78.23%
increased by 5.01%
1 Week
77.42%
increased by 4.20%
1 Month
74.40%
increased by 1.18%
Analysis last updated: Friday, April 17, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 20.61 | |
| 0.0800 | 27.85 | |
| 0.9066 | 306.60 |
Estimation Period:
Jan 8, 1999 to Apr 17, 2026
Jan 8, 1999 to Apr 17, 2026
Other S&P GSCI Brent Crude Oil Index Analyses
Other GARCH Analyses on Commodities