S&P GSCI Brent Crude Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:30.08% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 19.53 | |
| 0.0506 | 11.96 | |
| 0.9073 | 296.71 | |
| 0.0518 | 7.26 |
Estimation Period:
Jan 8, 1999 to Oct 24, 2025
Jan 8, 1999 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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