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V-Lab
V-Lab
S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:24.48% (-0.79%)
Analysis last updated: Friday, November 7, 2025 at 12:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Petroleum Spot Index GJR-GARCH
paramt-stat
ω0.051923.31
α0.056514.50
β0.9162407.76
γ0.03295.39
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts