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	param	t-stat
$ω$	0.0737	20.81
$α$	0.0778	27.07
$β$	0.9076	302.73

V-Lab

S&P GSCI Brent Crude Oil Index GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:35.43% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses