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	param	t-stat
$ω$	0.0735	22.58
$α$	0.0956	46.34
$β$	0.8890	486.61
$γ$	0.4768	17.04

V-Lab

S&P GSCI Crude Oil Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:37.60% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Crude Oil Index Analyses