Skip to main content
V-Lab
V-Lab
S&P GSCI Petroleum Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:28.86% (+0.62%)
Analysis last updated: Sunday, November 23, 2025 at 01:47 PM 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
β0.8891204.96
γ0.053012.73
λ10.02107.03
λ20.03015.59
λ30.9644155.78
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts