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	param	t-stat
$ω$	0.0516	25.05
$α$	0.0744	32.51
$β$	0.9155	419.93

V-Lab

S&P GSCI Petroleum Spot Index GARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2026:73.85% (-0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses