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	param	t-stat
$ω$	0.0621	23.86
$α$	0.0602	15.16
$β$	0.9104	437.46
$γ$	0.0386	5.78

V-Lab

S&P GSCI Crude Oil Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:36.19% (+1.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Crude Oil Index Analyses