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V-Lab
V-Lab
S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:23.69% (-0.48%)
Analysis last updated: Sunday, December 7, 2025 at 01:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Petroleum Spot Index GJR-GARCH
paramt-stat
ω0.051723.33
α0.056414.51
β0.9165408.77
γ0.03255.34
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts