S&P GSCI Unleaded Gasoline Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:29.90% (+2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3702 | 6.82 | |
| 0.0518 | 44.05 | |
| 0.9932 | 1,035.69 | |
| 7.6738 | 5.73 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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