S&P GSCI Petroleum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:26.43% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0454 | 14.72 | |
| 0.8889 | 205.11 | |
| 0.0532 | 12.77 | |
| 0.0210 | 7.05 | |
| 0.0300 | 5.61 | |
| 0.9645 | 156.42 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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