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	param	t-stat
$ω$	0.0518	23.39
$α$	0.0565	14.55
$β$	0.9165	409.89
$γ$	0.0323	5.30

V-Lab

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

Volatility Prediction for Friday, January 30th, 2026:30.61% (+1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses