S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:66.98% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 23.81 | |
| 0.0603 | 15.34 | |
| 0.9151 | 411.66 | |
| 0.0287 | 4.65 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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