S&P GSCI Brent Crude Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:32.47% (+6.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 19.57 | |
| 0.0509 | 12.00 | |
| 0.9069 | 295.59 | |
| 0.0520 | 7.27 |
Estimation Period:
Jan 8, 1999 to Oct 10, 2025
Jan 8, 1999 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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