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	param	t-stat
$ω$	0.0775	19.48
$α$	0.0503	11.96
$β$	0.9080	298.59
$γ$	0.0510	7.20

V-Lab

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

Volatility Prediction for Thursday, December 25th, 2025:24.53% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses