S&P GSCI Unleaded Gasoline Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
50.72%
decreased by 0.79%
1 Week
50.57%
decreased by 0.94%
1 Month
49.97%
decreased by 1.54%
Analysis last updated: Friday, May 29, 2026 at 11:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5347 | 6.80 | |
| 0.0528 | 43.89 | |
| 0.9933 | 1,050.03 | |
| 7.7355 | 5.80 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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