WTI Crude Oil Spot GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Wednesday, June 3rd, 2026):
1 Day
61.61%
1 Week
61.27%
1 Month
59.97%
Analysis last updated: Wednesday, June 3, 2026 at 03:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0966 | 6.05 | |
| 0.0624 | 33.30 | |
| 0.9917 | 662.43 | |
| 7.6037 | 5.10 |
Estimation Period:
Jan 15, 2002 to Nov 19, 2021
Jan 15, 2002 to Nov 19, 2021
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