S&P GSCI Unleaded Gasoline Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.86% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3247 | 6.84 | |
| 0.0513 | 44.07 | |
| 0.9932 | 1,040.03 | |
| 7.6861 | 5.68 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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