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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.0486	18.14
$β$	0.8962	312.27
$γ$	0.0555	16.25
$λ_{1}$	0.0273	10.17
$λ_{2}$	0.0392	10.55
$λ_{3}$	0.9553	222.79

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:39.12% (+1.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Crude Oil Index Analyses