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V-Lab
V-Lab
S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:31.24% (+6.10%)
Analysis last updated: Saturday, October 11, 2025 at 02:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Petroleum Spot Index GJR-GARCH
paramt-stat
ω0.052123.35
α0.056914.55
β0.9158405.59
γ0.03285.35
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts