S&P GSCI Unleaded Gasoline Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:24.71% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3256 | 6.80 | |
| 0.0515 | 44.11 | |
| 0.9933 | 1,037.88 | |
| 7.6696 | 5.72 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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