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S&P GSCI Crude Oil Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.01% (-1.37%)
Analysis last updated: Wednesday, February 11, 2026 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index S0GARCH
paramt-stat
ω0.76793.89
α0.08248.42
β0.900092.79
γ10.00780.86
γ2-0.0218-1.80
γ30.02634.01
γ4-0.0174-3.76
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts