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S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:23.99% (-0.53%)
Analysis last updated: Friday, December 5, 2025 at 01:26 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
α0.047810.96
β0.8716161.01
γ0.068812.34
λ10.02846.45
λ20.03015.87
λ30.9633157.99
Estimation Period:
Jan 8, 1999 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts