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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0458	14.97
$β$	0.8895	204.61
$γ$	0.0516	12.48
$λ_{1}$	0.0209	7.04
$λ_{2}$	0.0298	5.58
$λ_{3}$	0.9647	156.81

V-Lab

S&P GSCI Petroleum Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:32.78% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses