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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0453	14.75
$β$	0.8893	204.86
$γ$	0.0526	12.68
$λ_{1}$	0.0209	7.02
$λ_{2}$	0.0300	5.59
$λ_{3}$	0.9645	156.04

V-Lab

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

Volatility Prediction for Wednesday, January 14th, 2026:27.15% (+0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses