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S&P GSCI Crude Oil Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:27.27% (-0.76%)
Analysis last updated: Friday, December 19, 2025 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index S0GARCH
paramt-stat
ω0.76783.88
α0.08248.38
β0.900092.26
γ10.00800.87
γ2-0.0222-1.82
γ30.02663.98
γ4-0.0174-3.67
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts