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	param	t-stat
$ω$	0.0515	23.31
$α$	0.0563	14.51
$β$	0.9167	409.77
$γ$	0.0324	5.32

V-Lab

S&P GSCI Petroleum Spot Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:25.45% (+0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses