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S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:33.67% (+7.18%)
Analysis last updated: Saturday, October 11, 2025 at 02:20 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
α0.048611.06
β0.8701160.57
γ0.069812.43
λ10.02886.49
λ20.03035.92
λ30.9630157.90
Estimation Period:
Jan 8, 1999 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts