S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:25.02% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 20.43 | |
| 0.0543 | 15.56 | |
| 0.9236 | 435.04 | |
| 0.0219 | 4.17 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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