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	param	t-stat
$ω$	5.4148	5.34
$α$	0.0633	38.48
$β$	0.9915	600.56
$ν$	6.6933	6.20

V-Lab

S&P GSCI Brent Crude Oil Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:69.06% (-2.15%)

Date Range:

Parameter Estimates

Other S&P GSCI Brent Crude Oil Index Analyses