S&P GSCI Unleaded Gasoline Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:28.79% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 23.11 | |
| 0.0669 | 32.08 | |
| 0.9221 | 434.77 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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