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	param	t-stat
$ω$	0.0737	22.73
$α$	0.0956	46.45
$β$	0.8891	487.43
$γ$	0.4726	16.93

V-Lab

S&P GSCI Crude Oil Index AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.23% (-2.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Crude Oil Index Analyses