WTI Crude Oil Spot MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 3rd, 2026):
1 Day
68.05%
1 Week
67.66%
1 Month
66.37%
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 | |
|---|---|---|
| 76 | ||
| 0.0052 | 1.92 | |
| 0.9109 | 268.55 | |
| 0.1037 | 26.58 | |
| 0.0270 | 6.20 | |
| 0.0403 | 6.21 | |
| 0.9532 | 127.24 |
Estimation Period:
Jan 15, 2002 to Nov 19, 2021
Jan 15, 2002 to Nov 19, 2021
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