S&P GSCI Unleaded Gasoline Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
59.42%
decreased by 2.28%
1 Week
59.01%
decreased by 2.69%
1 Month
57.49%
decreased by 4.21%
Analysis last updated: Monday, April 6, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 21.11 | |
| 0.0576 | 16.32 | |
| 0.9220 | 436.76 | |
| 0.0189 | 3.56 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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