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	param	t-stat
$ω$	0.0738	20.82
$α$	0.0780	27.09
$β$	0.9075	302.49

V-Lab

S&P GSCI Brent Crude Oil Index GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.02% (-1.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses