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	param	t-stat
$ω$	0.0778	19.59
$α$	0.0504	12.01
$β$	0.9082	300.22
$γ$	0.0505	7.15

V-Lab

S&P GSCI Brent Crude Oil Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 5th, 2026:36.94% (-1.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses