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	param	t-stat
$ω$	0.0276	17.44
$α$	0.1599	31.86
$β$	0.9851	1,351.24
$γ$	-0.0395	-9.29

V-Lab

S&P GSCI Crude Oil Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:40.76% (+2.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Crude Oil Index Analyses