S&P GSCI Petroleum Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:29.68% (+5.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 25.05 | |
| 0.0744 | 32.04 | |
| 0.9151 | 412.59 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Petroleum Spot Index Analyses
Other GARCH Analyses on Commodities