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	param	t-stat
$m$	71
$α$	0.0479	11.01
$β$	0.8718	161.09
$γ$	0.0684	12.31
$λ_{1}$	0.0282	6.45
$λ_{2}$	0.0301	5.87
$λ_{3}$	0.9633	158.05

V-Lab

S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 25th, 2025:24.43% (-0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses