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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0454	14.76
$β$	0.8893	204.81
$γ$	0.0525	12.66
$λ_{1}$	0.0209	7.03
$λ_{2}$	0.0300	5.59
$λ_{3}$	0.9645	156.28

V-Lab

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

Volatility Prediction for Wednesday, December 24th, 2025:25.11% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses