S&P GSCI Unleaded Gasoline Spot Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:33.83% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 16.10 | |
| 0.1394 | 28.50 | |
| 0.9879 | 1,338.67 | |
| -0.0221 | -6.64 |
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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