S&P GSCI Crude Oil Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.18% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 20.55 | |
| 0.0845 | 32.86 | |
| 0.9155 | 397.52 | |
| 0.1785 | 9.62 | |
| 1.5275 | 36.64 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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