S&P GSCI Unleaded Gasoline Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:28.11% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0582 | 23.09 | |
| 0.0675 | 32.10 | |
| 0.9215 | 431.22 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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