S&P GSCI Crude Oil Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.01% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7679 | 3.89 | |
| 0.0824 | 8.42 | |
| 0.9000 | 92.79 | |
| 0.0078 | 0.86 | |
| -0.0218 | -1.80 | |
| 0.0263 | 4.01 | |
| -0.0174 | -3.76 |
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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