S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:27.75% (-0.97%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0519 | 23.36 | |
0.0569 | 14.56 | |
0.9160 | 406.57 | |
0.0325 | 5.31 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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