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V-Lab
V-Lab
S&P GSCI Petroleum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:22.92% (+0.21%)
Analysis last updated: Wednesday, November 12, 2025 at 04:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Petroleum Spot Index MF2-GARCH
paramt-stat
m71
α0.045314.70
β0.8887204.91
γ0.053512.82
λ10.02117.03
λ20.03025.60
λ30.9642155.07
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts