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V-Lab
V-Lab
S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:27.75% (-0.97%)
Analysis last updated: Saturday, October 18, 2025 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Petroleum Spot Index GJR-GARCH
paramt-stat
ω0.051923.36
α0.056914.56
β0.9160406.57
γ0.03255.31
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts