S&P GSCI Crude Oil Index MEM Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
56.28%
decreased by 0.79%
1 Week
56.32%
decreased by 0.75%
1 Month
56.46%
decreased by 0.61%
Analysis last updated: Saturday, June 13, 2026 at 12:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0717 | 6.89 | |
| 0.2094 | 39.38 | |
| 0.7855 | 197.57 |
Estimation Period:
Aug 10, 2010 to Jun 12, 2026
Aug 10, 2010 to Jun 12, 2026
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