S&P GSCI Brent Crude Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:24.66% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 19.51 | |
| 0.0504 | 11.93 | |
| 0.9075 | 296.95 | |
| 0.0519 | 7.29 |
Estimation Period:
Jan 8, 1999 to Oct 31, 2025
Jan 8, 1999 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Brent Crude Oil Index Analyses
Other GJR-GARCH Analyses on Commodities