S&P GSCI Unleaded Gasoline Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.17% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 23.21 | |
| 0.0673 | 32.21 | |
| 0.9217 | 433.96 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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