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	param	t-stat
$ω$	0.0318	14.44
$α$	0.1486	23.91
$β$	0.9814	923.24
$γ$	-0.0506	-10.55

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S&P GSCI Brent Crude Oil Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:33.33% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses