S&P GSCI Brent Crude Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:28.91% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0783 | 19.51 | |
| 0.0502 | 11.91 | |
| 0.9077 | 297.41 | |
| 0.0517 | 7.28 |
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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