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	param	t-stat
$ω$	0.0785	20.21
$α$	0.0573	12.99
$β$	0.9050	296.23
$γ$	0.0448	6.13

V-Lab

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

Volatility Prediction for Monday, March 16th, 2026:72.38% (-2.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses