S&P GSCI Unleaded Gasoline Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.95% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3708 | 6.88 | |
| 0.0518 | 43.88 | |
| 0.9932 | 1,039.99 | |
| 7.7016 | 5.70 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Commodities