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S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:29.48% (-1.35%)
Analysis last updated: Friday, November 14, 2025 at 12:49 AM UTC
Date Range:

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to

6M ·

1Y ·

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graph of S&P GSCI Brent Crude Oil Index MF2-GARCH
paramt-stat
m71
α0.048010.97
β0.8708161.09
γ0.069712.47
λ10.02856.47
λ20.03035.90
λ30.9630157.59
Estimation Period:
Jan 8, 1999 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts