S&P GSCI Brent Crude Oil Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:31.66% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 20.78 | |
| 0.0778 | 26.95 | |
| 0.9075 | 301.51 |
Estimation Period:
Jan 8, 1999 to Jan 16, 2026
Jan 8, 1999 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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