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	param	t-stat
$ω$	0.0517	23.45
$α$	0.0566	14.60
$β$	0.9166	411.77
$γ$	0.0320	5.25

V-Lab

S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:32.04% (-1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses