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	param	t-stat
$ω$	0.0710	14.83
$α$	0.0867	32.03
$β$	0.8931	319.08
$γ$	0.6245	16.96

V-Lab

S&P GSCI Brent Crude Oil Index AGARCH Volatility Analysis

Volatility Prediction for Tuesday, March 17th, 2026:68.81% (-3.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses