V-Lab
S&P GSCI Crude Oil Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:25.30% (+0.52%)
Analysis last updated: Wednesday, January 15, 2025 at 12:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 22.69 | |
| 0.0577 | 14.60 | |
| 0.9110 | 434.21 | |
| 0.0436 | 6.53 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Jan 2, 1990 to Jan 10, 2025
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