S&P GSCI Crude Oil Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.02% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9055 | 4.72 | |
| 0.0814 | 8.27 | |
| 0.8976 | 86.06 | |
| 0.0310 | 2.45 | |
| -0.0539 | -2.99 | |
| 0.0265 | 2.22 | |
| 0.0132 | 1.10 | |
| -0.0507 | -2.47 |
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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