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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0455	14.84
$β$	0.8893	204.62
$γ$	0.0523	12.61
$λ_{1}$	0.0210	7.02
$λ_{2}$	0.0300	5.58
$λ_{3}$	0.9645	156.07

V-Lab

S&P GSCI Petroleum Spot Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 30th, 2026:29.46% (+0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses