Skip to main content
V-Lab

S&P GSCI Crude Oil Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.02% (+1.21%)
Analysis last updated: Friday, February 13, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Crude Oil Index SGARCH
paramt-stat
ω0.90554.72
α0.08148.27
β0.897686.06
γ10.03102.45
γ2-0.0539-2.99
γ30.02652.22
γ40.01321.10
γ5-0.0507-2.47
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts