S&P GSCI Brent Crude Oil Index GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:27.79% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 20.72 | |
| 0.0780 | 26.91 | |
| 0.9074 | 300.57 |
Estimation Period:
Jan 8, 1999 to Nov 14, 2025
Jan 8, 1999 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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