S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:27.07% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 23.32 | |
| 0.0563 | 14.49 | |
| 0.9165 | 408.78 | |
| 0.0327 | 5.37 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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