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V-Lab

Global X Crude OIL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.47% (-1.01%)
Analysis last updated: Saturday, February 14, 2026 at 05:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Global X Crude OIL ETF SGARCH
paramt-stat
ω1.17764.70
α0.07203.92
β0.880228.59
γ10.02160.07
γ2-0.3258-0.67
γ31.03343.48
γ4-1.4122-6.18
γ51.07685.19
γ6-0.5169-2.30
γ70.10820.46
γ8-0.1628-0.66
γ90.65381.86
Estimation Period:
Jun 25, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts