S&P GSCI Unleaded Gasoline Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:28.94% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3476 | 6.81 | |
| 0.0516 | 44.03 | |
| 0.9932 | 1,036.78 | |
| 7.6697 | 5.72 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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