S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:26.11% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 23.32 | |
| 0.0564 | 14.51 | |
| 0.9165 | 408.98 | |
| 0.0325 | 5.33 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Petroleum Spot Index Analyses
Other GJR-GARCH Analyses on Commodities