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	param	t-stat
$ω$	5.0675	5.42
$α$	0.0611	37.75
$β$	0.9912	578.27
$ν$	6.6495	5.98

V-Lab

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

Volatility Prediction for Wednesday, January 7th, 2026:26.05% (+0.71%)

Date Range:

Parameter Estimates

Other S&P GSCI Brent Crude Oil Index Analyses