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	param	t-stat
$ω$	0.0778	19.61
$α$	0.0506	12.06
$β$	0.9081	300.19
$γ$	0.0503	7.12

V-Lab

S&P GSCI Brent Crude Oil Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:33.79% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses