S&P GSCI Crude Oil Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:27.27% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7678 | 3.88 | |
| 0.0824 | 8.38 | |
| 0.9000 | 92.26 | |
| 0.0080 | 0.87 | |
| -0.0222 | -1.82 | |
| 0.0266 | 3.98 | |
| -0.0174 | -3.67 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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