S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:28.41% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 20.52 | |
| 0.0540 | 15.56 | |
| 0.9241 | 438.16 | |
| 0.0214 | 4.10 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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