S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:30.46% (+4.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0573 | 20.49 | |
| 0.0545 | 15.58 | |
| 0.9232 | 432.84 | |
| 0.0220 | 4.18 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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