S&P GSCI Petroleum Spot Index EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
56.34%
increased by 4.46%
1 Week
55.76%
increased by 3.88%
1 Month
53.72%
increased by 1.84%
Analysis last updated: Wednesday, May 20, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 20.24 | |
| 0.1582 | 29.84 | |
| 0.9854 | 1,374.33 | |
| -0.0282 | -6.83 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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