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	param	t-stat
$m$	71
$α$	0.0484	11.21
$β$	0.8724	161.35
$γ$	0.0670	12.15
$λ_{1}$	0.0284	6.46
$λ_{2}$	0.0298	5.85
$λ_{3}$	0.9636	159.04

V-Lab

S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:32.36% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses