S&P GSCI Petroleum Spot Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.29% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 24.46 | |
| 0.0889 | 44.49 | |
| 0.8946 | 495.63 | |
| 0.4093 | 15.03 |
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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