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	param	t-stat
$ω$	0.0610	20.77
$α$	0.0910	46.04
$β$	0.8950	507.39
$γ$	0.4704	16.66

V-Lab

S&P GSCI All Crude Spot Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:34.11% (-1.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI All Crude Spot Index Analyses