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	param	t-stat
$ω$	0.0621	23.85
$α$	0.0601	15.14
$β$	0.9105	437.72
$γ$	0.0385	5.77

V-Lab

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

Volatility Prediction for Friday, February 20th, 2026:36.00% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Crude Oil Index Analyses