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	param	t-stat
$ω$	0.0736	20.80
$α$	0.0776	27.07
$β$	0.9077	303.09

V-Lab

S&P GSCI Brent Crude Oil Index GARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:46.99% (+4.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses