S&P GSCI Unleaded Gasoline Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.70% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 24.49 | |
| 0.0776 | 40.97 | |
| 0.9072 | 493.86 | |
| 0.2303 | 7.85 |
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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