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	param	t-stat
$ω$	0.0779	19.62
$α$	0.0507	12.08
$β$	0.9079	299.84
$γ$	0.0504	7.13

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:34.40% (+2.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses