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	param	t-stat
$ω$	0.0517	23.46
$α$	0.0567	14.61
$β$	0.9165	411.19
$γ$	0.0319	5.24

V-Lab

S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.04% (-1.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses