S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
46.56%
decreased by 0.92%
1 Week
46.36%
decreased by 1.12%
1 Month
45.62%
decreased by 1.86%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 21.24 | |
| 0.0576 | 16.32 | |
| 0.9221 | 438.25 | |
| 0.0185 | 3.50 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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