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	param	t-stat
$m$	41
$α$	0.0547	12.16
$β$	0.8622	126.29
$γ$	0.0635	10.23
$λ_{1}$	0.0207	6.59
$λ_{2}$	0.0228	5.39
$λ_{3}$	0.9725	200.60

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:76.34% (+0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Brent Crude Oil Index Analyses