S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.00% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 20.65 | |
| 0.0544 | 15.64 | |
| 0.9236 | 437.75 | |
| 0.0214 | 4.08 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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