S&P GSCI Petroleum Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.99% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 25.13 | |
| 0.0739 | 32.22 | |
| 0.9156 | 417.12 |
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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