S&P GSCI Brent Crude Oil Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
46.80%
decreased by 0.66%
1 Week
46.55%
decreased by 0.91%
1 Month
45.63%
decreased by 1.83%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 20.92 | |
| 0.0800 | 27.71 | |
| 0.9062 | 304.69 |
Estimation Period:
Jan 8, 1999 to Jun 5, 2026
Jan 8, 1999 to Jun 5, 2026
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