S&P GSCI Unleaded Gasoline Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.08% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0493 | 15.96 | |
| 0.8886 | 164.78 | |
| 0.0336 | 9.66 | |
| 0.0324 | 5.17 | |
| 0.0408 | 4.42 | |
| 0.9518 | 89.35 |
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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