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	param	t-stat
$ω$	0.0318	14.35
$α$	0.1486	23.73
$β$	0.9814	919.77
$γ$	-0.0508	-10.59

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S&P GSCI Brent Crude Oil Index EGARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:30.76% (+1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses