V-Lab: S&P GSCI Crude Oil Index Asy. Power MEM Volatility Analysis

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V-Lab

S&P GSCI Crude Oil Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:27.64% (-0.65%)

Analysis last updated: Saturday, May 4, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0443	16.86
$α$	0.1851	36.58
$β$	0.8108	162.16
$γ$	0.1734	16.23
$δ$	1.1371	20.37

Estimation Period:
Aug 10, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts