Skip to main content
V-Lab
V-Lab
S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:29.28% (-1.30%)
Analysis last updated: Saturday, October 25, 2025 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Brent Crude Oil Index MF2-GARCH
paramt-stat
m71
α0.048211.01
β0.8711161.29
γ0.069312.37
λ10.02846.50
λ20.02995.90
λ30.9635159.82
Estimation Period:
Jan 8, 1999 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts