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	param	t-stat
$ω$	0.0626	21.59
$α$	0.0933	46.12
$β$	0.8935	497.76
$γ$	0.4435	15.94

V-Lab

S&P GSCI All Crude Spot Index AGARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:80.90% (-4.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI All Crude Spot Index Analyses