S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:29.28% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0482 | 11.01 | |
| 0.8711 | 161.29 | |
| 0.0693 | 12.37 | |
| 0.0284 | 6.50 | |
| 0.0299 | 5.90 | |
| 0.9635 | 159.82 |
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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