S&P GSCI Petroleum Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:24.36% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 25.05 | |
| 0.0738 | 32.05 | |
| 0.9157 | 415.64 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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