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S&P GSCI Crude Oil Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.18% (-1.29%)
Analysis last updated: Tuesday, February 10, 2026 at 12:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index APARCH
paramt-stat
ω0.045120.55
α0.084532.86
β0.9155397.52
γ0.17859.62
δ1.527536.64
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts