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	param	t-stat
$ω$	0.0276	17.51
$α$	0.1598	31.99
$β$	0.9851	1,354.96
$γ$	-0.0393	-9.25

V-Lab

S&P GSCI Crude Oil Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:36.11% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Crude Oil Index Analyses