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V-Lab

S&P GSCI Crude Oil Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.48% (-3.59%)
Analysis last updated: Sunday, February 15, 2026 at 01:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index APMEM
paramt-stat
ω0.054416.69
α0.199241.50
β0.7946166.96
γ0.138015.08
δ1.234821.12
Estimation Period:
Aug 10, 2010 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts