S&P GSCI Unleaded Gasoline Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.06% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 24.31 | |
| 0.0773 | 40.82 | |
| 0.9075 | 494.56 | |
| 0.2344 | 7.95 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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