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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0487	16.05
$β$	0.8897	204.39
$γ$	0.0482	11.78
$λ_{1}$	0.0208	7.24
$λ_{2}$	0.0294	5.63
$λ_{3}$	0.9653	161.02

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:72.60% (+1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Petroleum Spot Index Analyses