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	param	t-stat
$ω$	0.0668	13.57
$α$	0.0833	31.77
$β$	0.8955	325.27
$γ$	0.6811	18.05

V-Lab

S&P GSCI Brent Crude Oil Index AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.25% (-1.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses