S&P GSCI Brent Crude Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:23.54% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0778 | 19.49 | |
| 0.0503 | 11.95 | |
| 0.9078 | 298.04 | |
| 0.0512 | 7.23 |
Estimation Period:
Jan 8, 1999 to Dec 5, 2025
Jan 8, 1999 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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