S&P GSCI Petroleum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:32.34% (+6.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0459 | 14.82 | |
| 0.8882 | 203.99 | |
| 0.0532 | 12.72 | |
| 0.0213 | 7.04 | |
| 0.0304 | 5.60 | |
| 0.9640 | 154.22 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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