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	param	t-stat
$m$	71
$α$	0.0478	10.98
$β$	0.8718	161.12
$γ$	0.0685	12.32
$λ_{1}$	0.0283	6.45
$λ_{2}$	0.0301	5.86
$λ_{3}$	0.9633	157.87

V-Lab

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

Volatility Prediction for Wednesday, January 14th, 2026:26.15% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses