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V-Lab

S&P GSCI Crude Oil Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:33.98% (+1.09%)
Analysis last updated: Wednesday, February 18, 2026 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index AMEM
paramt-stat
ω0.073321.75
α0.146719.29
β0.8013187.66
γ0.08458.15
Estimation Period:
Aug 10, 2010 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts