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	param	t-stat
$ω$	0.0777	19.60
$α$	0.0505	12.04
$β$	0.9081	300.51
$γ$	0.0504	7.14

V-Lab

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

Volatility Prediction for Tuesday, February 24th, 2026:31.32% (-1.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses