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	param	t-stat
$ω$	0.0260	18.82
$α$	0.1520	28.00
$β$	0.9850	1,340.18
$γ$	-0.0330	-7.92

V-Lab

S&P GSCI Petroleum Spot Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:34.53% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses