S&P GSCI Unleaded Gasoline Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:29.43% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 15.87 | |
| 0.1388 | 28.25 | |
| 0.9880 | 1,340.62 | |
| -0.0223 | -6.67 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Unleaded Gasoline Spot Index Analyses
Other EGARCH Analyses on Commodities