S&P GSCI Petroleum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:25.08% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0453 | 14.71 | |
| 0.8892 | 204.83 | |
| 0.0528 | 12.71 | |
| 0.0210 | 7.02 | |
| 0.0300 | 5.59 | |
| 0.9644 | 155.78 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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