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S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:24.17% (-0.77%)
Analysis last updated: Friday, November 7, 2025 at 12:11 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P GSCI Brent Crude Oil Index MF2-GARCH
paramt-stat
m71
α0.048010.97
β0.8711161.17
γ0.069512.43
λ10.02856.48
λ20.03015.90
λ30.9633158.48
Estimation Period:
Jan 8, 1999 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts