NY Mercantile WTI Crude Oil GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
55.88%
decreased by 1.41%
1 Week
55.47%
decreased by 1.82%
1 Month
53.96%
decreased by 3.33%
Analysis last updated: Tuesday, June 23, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1083 | 22.55 | |
| 0.0628 | 13.27 | |
| 0.8907 | 290.62 | |
| 0.0605 | 6.87 |
Estimation Period:
Aug 23, 2000 to Jun 19, 2026
Aug 23, 2000 to Jun 19, 2026
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