S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:35.33% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0481 | 11.08 | |
| 0.8721 | 161.11 | |
| 0.0677 | 12.23 | |
| 0.0283 | 6.45 | |
| 0.0299 | 5.85 | |
| 0.9635 | 158.28 |
Estimation Period:
Jan 8, 1999 to Jan 23, 2026
Jan 8, 1999 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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